ARCH and structural breaks in United States inflation
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- Bill Russell, 2014. "ARCH and structural breaks in United States inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 21(14), pages 973-978, September.
- Russell, Bill, 2013. "Arch and Structural Breaks in United States Inflation," SIRE Discussion Papers 2013-115, Scottish Institute for Research in Economics (SIRE).
References listed on IDEAS
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Cited by:
- Bill Russell & Dooruj Rambaccussing, 2016. "Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve," Dundee Discussion Papers in Economics 294, Economic Studies, University of Dundee.
- Hentati-Kaffel, Rania & de Peretti, Philippe, 2015.
"Generalized runs tests to detect randomness in hedge funds returns,"
Journal of Banking & Finance,
Elsevier, vol. 50(C), pages 608-615.
- Rania Hentati Kaffel & Philippe De Peretti, 2015. "Generalized Runs Tests to Detect Randomness in Hedge Funds Returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01161666, HAL.
More about this item
Keywords
Philips curve; ARCH; structural breaks; inflation; markup;JEL classification:
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2013-10-11 (All new papers)
- NEP-MAC-2013-10-11 (Macroeconomics)
- NEP-MON-2013-10-11 (Monetary Economics)
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