Does Linearity in the Dynamics of Inflation Gap and Unemployment Rate Matter?
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Other versions of this item:
- Roque Montero, 2011. "Does linearity in the dynamics of inflation gap and unemployment rate matter?," Working Papers Central Bank of Chile 614, Central Bank of Chile.
References listed on IDEAS
- Hansen, Bruce E, 1992. "The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 61-82, Suppl. De.
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- Hansen, Bruce E, 1999. " Testing for Linearity," Journal of Economic Surveys, Wiley Blackwell, vol. 13(5), pages 551-576, December.
- Javier García - Cicco & Roque Montero, 2011. "Modeling Copper Price: A Regime-Switching Approach," Working Papers Central Bank of Chile 613, Central Bank of Chile.
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More about this item
KeywordsInflation; unemployment; SETAR models; regime switching; nonlinear models.;
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
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