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Structural Change and Long Memory in the Dynamic of U.S. Inflation Process Author info | Abstract | Publisher info | Download info | Related research | Statistics Mustapha Belkhouja ()
Mohamed Boutahar ()
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Article provided by Springer in its journal Computational Economics .
Volume (Year): 34 (2009)
Issue (Month): 2 (September)
Pages: 195-216
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Handle: RePEc:kap:compec:v:34:y:2009:i:2:p:195-216Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100248
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Long memory ; Model selection ; Multiple breaks ; Penalizedleast-squares estimate ; Pure structural change ; C22 ; C82 ; References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Jushan Bai, 1997.
"Estimation Of A Change Point In Multiple Regression Models ,"
The Review of Economics and Statistics ,
MIT Press, vol. 79(4), pages 551-563, November.
[Downloadable!] (restricted)
Mohamed Safouane Ben Aïssa & Jamel Jouini, 2003.
"Structural breaks in the US inflation process ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(10), pages 633-636, August.
[Downloadable!] (restricted)
Hassler, Uwe & Wolters, Jurgen, 1995.
"Long Memory in Inflation Rates: International Evidence ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 13(1), pages 37-45, January.
J. Jouini & M. Boutahar, 2003.
"Structural breaks in the U.S. inflation process: a further investigation ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(15), pages 985-988, December.
[Downloadable!] (restricted)
Jushan Bai & Pierre Perron, 2003.
"Computation and analysis of multiple structural change models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
[Downloadable!]
Other versions: Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes ,"
Econometrica ,
Econometric Society, vol. 66(1), pages 47-78, January.
Other versions:
Perron, P. & Bai, J., 1995.
"Estimating and Testing Linear Models with Multiple Structural Changes ,"
Cahiers de recherche
9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Perron, P. & Bai, J., 1995.
"Estimating and Testing Linear Models with Multiple Structural Changes ,"
Cahiers de recherche
9552, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
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