Stabilization, Persistence and Inflationary Convergence, a Comparative AnalysisBanco Central de Chile, Gerencia de Investigación Económica, Departamento [de] Publicaciones, 1998 - Inflation (Finance) - 58 pages |
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adf perron analysis analyze Argentina ARI 2 STD ARI ARI autoregressive process average BANCO CENTRAL Brazil Central de Chile Chile and Mexico Colombia Critical values Dec Dec Dec degree of inertia degree of inflationary degree of persistence Dickey-Fuller DOCUMENTOS DE TRABAJO dominant root DTBC economic estimates of inertia exchange rate anchor Exchange Rate Band exchange-rate anchor Fernando Lefort Figure France Germany Gregory Mankiw Including money India inflationary convergence inflationary inertia inflationary persistence inflationary process Inverted AR roots Israel and Mexico Italy Japan level of inflation likelihood ratio tests measures of inflationary measures of persistence Measuring Persistence models nominal exchange rate Octubre paper perron qir Quandt likelihood ratio real exchange rate rolling AR(1 rolling regressions root tests series properties sliding band Spain staggered contracts stationary stationary process statistically structural break Sweden Switzerland Table Trend Break unit root unit root tests unit-root hypothesis univariate values at 95 y₁ YES AR(1