A Study of Testing Mean Reversion in the Inflation Rate of Iran’s Provinces: New Evidence Using Quantile Unit Root Test
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- Type
- article
- Published
- 2020-05-01
- Cited by
- 1
- References
- 35
- OpenAlex
- https://openalex.org/W2912435166
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:226199051
Keywords
Unit root, Quantile, Unit root test, Univariate, Mean reversion
References
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- Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates☆
- Monetary Dynamics of Inflation in China
- Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks
- Asymmetric inflation dynamics: Evidence from quantile regression analysis
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Unit root tests in panel data: asymptotic and finite-sample properties
- Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries
- A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
- Staggered prices in a utility-maximizing framework
- 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
- Unit Root Quantile Autoregression Inference
- Is inflation stationary?
- A theory of interest
- The Grid Bootstrap and the Autoregressive Model
- Testing for unit roots in heterogeneous panels
- Nonstationarity and Level Shifts With an Application to Purchasing Power Parity
- IS THERE A UNIT ROOT IN THE INFLATION RATE? EVIDENCE FROM SEQUENTIAL BREAK AND PANEL DATA MODELS
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