Exact tests of the stability of the Phillips curve: The Canadian case

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 445-460

  Khalaf, Lynda ^a   Kichian, Maral ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b BANK OF CANADA   (Canada)

Author keywords

Exact test; Kalman filtering; Monte Carlo test; Phillips curve; Structural stability

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; FORECASTING; KALMAN FILTERING; MATHEMATICAL MODELS; MONTE CARLO METHODS;

EXACT TESTS; NONLINEAR BREAKS; PHILLIPS CURVES; STRUCTURAL STABILITY;

TIME SERIES ANALYSIS;

EID: 17644378740     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.022     Document Type: Article

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