Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten
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- Pedro M. G. Martins, 2010. "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series 0910, Department of Economics, University of Sussex.
- Bernd Aumann & Rolf Scheufele, 2010.
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More about this item
KeywordsAnnual growth rates; nonstationarity; Dickey-Fuller test; loss of power; Jährliche Wachstumsraten; Instationarität; Dickey-Fuller-Test; Güteverlust;
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