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Structural breaks and their trace in the memory: Inflation rate series in the long-run

  • Gadea, Maria Dolores
  • Sabate, Marcela
  • Serrano, Jose Maria

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File URL: http://www.sciencedirect.com/science/article/pii/S1042-4431(03)00052-0
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Article provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.

Volume (Year): 14 (2004)
Issue (Month): 2 (April)
Pages: 117-134

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Handle: RePEc:eee:intfin:v:14:y:2004:i:2:p:117-134
Contact details of provider: Web page: http://www.elsevier.com/locate/intfin

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  20. Culver, Sarah E & Papell, David H, 1997. "Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 435-44, July-Aug..
  21. Sowell, Fallaw, 1990. "The Fractional Unit Root Distribution," Econometrica, Econometric Society, vol. 58(2), pages 495-505, March.
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  26. Baillie, R.T. & Chung, C,F. & Tieslau, M.A., 1992. "The Long Memory and Variability of Inflation : A Reappraisal of the Friedman Hypothesis," Papers 9246, Tilburg - Center for Economic Research.
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