Testing for breaks in inertia: An alternative approach

Gottschalk, Ricardo (2003) Testing for breaks in inertia: An alternative approach. Applied Economics Letters, 10 (3). pp. 161-163. ISSN 1350-4851

[img]
Preview
PDF
Download (42kB) | Preview

Abstract

This paper tests for breaks in inflation inertia. It proposes an alternative method that can be relied upon when inflation follows a stationary process that fluctuates around a segmented deterministic trend. This method is then applied to the Brazilian case.

Item Type: Article
Schools and Departments: School of Law, Politics and Sociology > Sociology
Subjects: H Social Sciences > HB Economic theory. Demography
H Social Sciences > HA Statistics
Depositing User: Chris Keene
Date Deposited: 13 Feb 2008
Last Modified: 06 Mar 2017 17:06
URI: http://sro.sussex.ac.uk/id/eprint/1319
Google Scholar:14 Citations

View download statistics for this item

📧 Request an update