Which is the best model for the US inflation rate: a structural changes model or a long memory
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Cited by:
- Dominique Guegan & Philippe de Peretti, 2011.
"Tests of Structural Changes in Conditional Distributions with Unknown Changepoints,"
Documents de travail du Centre d'Economie de la Sorbonne
11042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Philippe de Peretti, 2011. "Tests of structural changes in conditional distributions with unknown changepoints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00611932, HAL.
- Dominique Guégan & Philippe Peretti, 2013.
"An omnibus test to detect time-heterogeneity in time series,"
Computational Statistics, Springer, vol. 28(3), pages 1225-1239, June.
- Dominique Guegan & Philippe de Peretti, 2010. "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne 10098, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Philippe de Peretti, 2012. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721327, HAL.
- Dominique Guegan & Philippe de Peretti, 2011. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00560221, HAL.
- Peter Smith, 2010. "Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship," Open Economies Review, Springer, vol. 21(1), pages 105-108, February.
- Dominique Guegan & Philippe de Peretti, 2012. "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Working Papers halshs-00721327, HAL.
More about this item
Keywords
Structural breaks models; long range dependance; inflation series;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2007-12-01 (Macroeconomics)
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