Re-Examining the Mean Reversion of Inflation Rate in ECOWAS
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- Type
- article
- Published
- 2018-05-01
- Cited by
- 3
- References
- 37
- Access
- Open access
- OpenAlex
- https://openalex.org/W2804473258
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:13696427
Keywords
Mean reversion, Unit root, Inflation (cosmology), Economics, Econometrics
References
- A Revisit to the Stationarity of OECD Inflation: Evidence from Panel Unit‐Root Tests and the Covariate Point Optimal Test
- The monetary dynamics of hyperinflation: A note
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks
- Long memory and level shifts: Re-analyzing inflation rates
- Inflation stationarity during Latin American inflation: insights from unit root and structural break analysis
- Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
- A note on nonstationarity, structural breaks, and the Fisher effect
- Testing for Stationarity in Heterogeneous Panel Data
- Is there a unit root in inflation
- Testing for a unit root in the nonlinear STAR framework
- Breaking the panels: An application to the GDP per capita
- The inflation rates may accelerate after all: panel evidence from 19 OECD economies
- Are Inflation Rates Really Nonstationary? New Evidence from Non-linear STAR Framework and African Data
- Modeling the behaviour of inflation deviations from the target
- Is inflation stationary?
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
- More powerful panel data unit root tests with an application to mean reversion in real exchange rates
- ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
- Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation
Cited by
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