Regression-based Tests for a Change in Persistence
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- Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010.
"A time-series approach to test a change in inflation persistence: the Mexican experience,"
Taylor & Francis Journals, vol. 42(24), pages 3067-3075.
- Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega, 2007. "Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers 2007-01, Banco de México.
- Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland, number 2012_047, December.
- Xi Chen & Michael Funke, 2013.
"Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles,"
National Institute Economic Review,
National Institute of Economic and Social Research, vol. 223(1), pages 39-48, February.
- Chen, Xi & Funke, Michael, 2012. "Real-time warning signs of emerging and collapsing Chinese house price bubbles," BOFIT Discussion Papers 27/2012, Bank of Finland, Institute for Economies in Transition.
- Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013.
"On the dynamics of inflation persistence around the world,"
Springer, vol. 44(3), pages 1243-1265, June.
- Antonio E. Noriega & Manuel Ramos Francia, 2009. "On the dynamics of inflation persistence around the world," Working Papers 2009-02, Banco de México.
- Taipalus, Katja, 2012. "Signaling asset price bubbles with time-series methods," Research Discussion Papers 7/2012, Bank of Finland.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Research Discussion Papers 27/2016, Bank of Finland.
- Leybourne, Stephen J. & Taylor, A.M. Robert, 2006. "Persistence change tests and shifting stable autoregressions," Economics Letters, Elsevier, vol. 91(1), pages 44-49, April.
- Noriega Antonio E. & Ramos Francia Manuel, 2008. "A Note on the Dynamics of Persistence in US Inflation," Working Papers 2008-12, Banco de México.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
- Xi Chen & Michael Funke, 2013. "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series 4287, CESifo Group Munich.
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