Using Mean Reversion as a Measure of Persistence
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- Vahagn Galstyan, 2007. "How Persistent are International Capital Flows?," The Institute for International Integration Studies Discussion Paper Series iiisdp232, IIIS.
- Diego Romero-Avila & DIEGO ROMERO-ÁVILA & ILASKI BARAÑANO, 2012.
"Long-Term Growth and Persistence with Endogenous Depreciation: Theory and Evidence,"
- Barañano Mentxaka, Ilaski & Romero-Avila, Diego, 2013. "Long-Term Growth and Persistence with Endogenous Depreciation: Theory and Evidence," IKERLANAK Ikerlanak;2013-68, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
- Bilke, Laurent & Stracca, Livio, 2007.
"A persistence-weighted measure of core inflation in the Euro area,"
Elsevier, vol. 24(6), pages 1032-1047, November.
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- Indranil Bhattacharyya & Mohua Roy & Himanshu Joshi & Michael Patra, 2009. "Money market microstructure and monetary policy: the Indian experience," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 2(1), pages 59-77.
- Belbute, José & Caleiro, António, 2009. "Measuring the Persistence on Consumption in Portugal," MPRA Paper 15116, University Library of Munich, Germany.
- Belbute, José & Caleiro, António, 2010. "Cross Country Evidence on Consumption Persistence," MPRA Paper 22008, University Library of Munich, Germany.
- Fabrizio Coricelli & Roman Horváth, 2010.
"Price setting and market structure: an empirical analysis of micro data in Slovakia,"
Managerial and Decision Economics,
John Wiley & Sons, Ltd., vol. 31(2-3), pages 209-233.
- Roman Horvath & Fabrizio Coricelli, 2010. "Price setting and market structure: an empirical analysis of micro data in Slovakia," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00643319, HAL.
- Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence," Working Paper Research 95, National Bank of Belgium.
- E. Dhyne, 2005. "Inflation persistence and price-setting in the euro area : results of the Eurosystem Inflation Persistence Network," Economic Review, National Bank of Belgium, issue iv, pages 17-37, December.
- Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area – a summary of the IPN evidence," Occasional Paper Series 46, European Central Bank.
- Josï¿½ BELBUTE & Antï¿½nio CALEIRO, 2009. "Measuring Persistence On Consumption In Portugal," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(2(8)_ Sum).
- Patrick Lunnemann & Thomas Matha, 2009. "Mean reversion and sales," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1271-1275.
More about this item
- 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
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