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Volumn 10, Issue 15, 2003, Pages 985-988

Structural breaks in the U.S. inflation process: A further investigation

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC INSTABILITY; INFLATION; METHODOLOGY; NATIONAL ECONOMY; STRUCTURAL CHANGE;

EID: 0742270357     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485032000164387     Document Type: Article
Times cited : (11)

References (11)
  • 1
    • 0031492060 scopus 로고    scopus 로고
    • Estimating multiple breaks one-at-a-time
    • Bai, J. (1997) Estimating multiple breaks one-at-a-time, Econometric Theory, 13, 315-52.
    • (1997) Econometric Theory , vol.13 , pp. 315-352
    • Bai, J.1
  • 2
    • 0346906789 scopus 로고    scopus 로고
    • Estimating and testing linear models with multiple structural changes
    • Bai, J and Perron, P. (1998) Estimating and testing linear models with multiple structural changes, Econometrica, 66, 47-78.
    • (1998) Econometrica , vol.66 , pp. 47-78
    • Bai, J.1    Perron, P.2
  • 3
    • 0037286212 scopus 로고    scopus 로고
    • Computation and analysis of multiple structural change models
    • Bai, J. and Perron, P. (2003a) Computation and analysis of multiple structural change models, Journal of Applied Econometrics, 18, 1-22.
    • (2003) Journal of Applied Econometrics , vol.18 , pp. 1-22
    • Bai, J.1    Perron, P.2
  • 4
    • 0742315248 scopus 로고    scopus 로고
    • Critical values for multiple structural change tests
    • Bai, J. and Perron, P. (2003b) Critical values for multiple structural change tests, Econometrics Journal, 1, 1-7.
    • (2003) Econometrics Journal , vol.1 , pp. 1-7
    • Bai, J.1    Perron, P.2
  • 5
    • 0242349681 scopus 로고    scopus 로고
    • Structural breaks in the U.S. inflation process
    • Ben Aïssa, M. S. and Jouini, J. (2003) Structural breaks in the U.S. inflation process, Applied Economics Letters, 10, 633-36.
    • (2003) Applied Economics Letters , vol.10 , pp. 633-636
    • Ben Aïssa, M.S.1    Jouini, J.2
  • 7
    • 0000899296 scopus 로고
    • The great crash, the oil-price shock, and the unit root hypothesis
    • Perron, P. (1989) The great crash, the oil-price shock, and the unit root hypothesis, Econometrica, 57, 1361-401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 8
    • 33847378251 scopus 로고
    • Estimating the number of change-points via Schwarz' criterion
    • Yao, Y.-C. (1988) Estimating the number of change-points via Schwarz' criterion, Statistics and probability Letters, 6, 181-89.
    • (1988) Statistics and Probability Letters , vol.6 , pp. 181-189
    • Yao, Y.-C.1
  • 9
    • 0001460041 scopus 로고
    • Least squares estimation of a step function
    • Series A
    • Yao, Y.-C. and Au, S. T. (1989) Least squares estimation of a step function, Sankhya, 51 Series A, 370-81.
    • (1989) Sankhya , vol.51 , pp. 370-381
    • Yao, Y.-C.1    Au, S.T.2
  • 10
    • 0001484492 scopus 로고
    • Detection of the number, locations and magnitudes of jumps
    • Yin, Y. Q. (1988) Detection of the number, locations and magnitudes of jumps, Communications in Statistics-Stochastic Models, 4, 445-55.
    • (1988) Communications in Statistics-Stochastic Models , vol.4 , pp. 445-455
    • Yin, Y.Q.1
  • 11
    • 28444488750 scopus 로고
    • Further evidence on the great crash, the oil-price shock, and the unit root hypothesis
    • Zivot, E. and Andrews, D. W. K. (1992) Further evidence on the great crash, the oil-price shock, and the unit root hypothesis, Journal of Business and Economic Statistics, 10, 251-70.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.W.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.