A Note on the Dynamics of Persistence in US Inflation
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More about this item
KeywordsInflation; Multiple change in persistence; Stationarity; Great inflation.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-14 (All new papers)
- NEP-CBA-2009-03-14 (Central Banking)
- NEP-ETS-2009-03-14 (Econometric Time Series)
- NEP-MAC-2009-03-14 (Macroeconomics)
- NEP-MON-2009-03-14 (Monetary Economics)
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