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Volumn 11, Issue 2, 2004, Pages 109-115

Bai and Perron's and spectral density methods for structural change detection in the US inflation process

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC THEORY; INFLATION; STRUCTURAL CHANGE; THEORETICAL STUDY;

EID: 1542541078     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000200213     Document Type: Article
Times cited : (12)

References (15)
  • 1
    • 1542519463 scopus 로고    scopus 로고
    • S.Changements structurels dans la dynamique de l'inflation aux ̇tats-Unis: Approches non paramétriques
    • Forthcoming
    • Ahamada, I. and Ben Aïssa, M. S. (2003) Changements structurels dans la dynamique de l'inflation aux tats-Unis: Approches non paramétriques, forthcoming in Annales d'Économie et de Statistique.
    • (2003) Annales D'Économie et de Statistique
    • Ahamada, I.1    Ben Aïssa, M.2
  • 2
    • 0036792369 scopus 로고    scopus 로고
    • Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate, an approach based on the evolutionary spectral density
    • Ahamada, I. and Boutahar, M. (2002) Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate, an approach based on the evolutionary spectral density, Economics Letters, 77, 177-86.
    • (2002) Economics Letters , vol.77 , pp. 177-186
    • Ahamada, I.1    Boutahar, M.2
  • 4
    • 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
  • 5
    • 0348239234 scopus 로고    scopus 로고
    • Multiple structural change models: A simulation analysis
    • forthcoming (Eds) D. Corbea, S. Durlauf and B. E. Hansen, Cambridge University Press, Cambridge
    • Bai, J. and Perron, P. (2000) Multiple structural change models: A simulation analysis, forthcoming in Econometric Essays (Eds) D. Corbea, S. Durlauf and B. E. Hansen, Cambridge University Press, Cambridge.
    • (2000) Econometric Essays
    • Bai, J.1    Perron, P.2
  • 6
    • 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
  • 7
    • 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
  • 9
    • 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
  • 11
    • 0000173572 scopus 로고
    • The CUSUM test with OLS residuals
    • Ploberger, W. and Krämer, W. (1992) The CUSUM test with OLS residuals, Econometrica, 60, 271-85.
    • (1992) Econometrica , vol.60 , pp. 271-285
    • Ploberger, W.1    Krämer, W.2
  • 12
    • 0001550082 scopus 로고
    • Evolutionary spectra and non-stationary processes
    • Priestley, M. B. (1965) Evolutionary spectra and non-stationary processes, Journal of Royal Statistical Society, B27, 204-37.
    • (1965) Journal of Royal Statistical Society , vol.B27 , pp. 204-237
    • Priestley, M.B.1
  • 15
    • 0002644699 scopus 로고    scopus 로고
    • Wavelets and time-dependent spectral analysis
    • Priestley, M. B. (1996) Wavelets and time-dependent spectral analysis, Journal of Time Series Analysis, 17, 85-103.
    • (1996) Journal of Time Series Analysis , vol.17 , pp. 85-103
    • Priestley, M.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.