Inflation persistence, structural breaks and omitted variables : a critical view
- Vaona, Andrea Istituto di ricerche economiche (IRE), Facoltà di scienze economiche, Università della Svizzera italiana, Svizzera
-
2008
3 p
English
Recent empirical contributions assess time changes in inflation persistence by means of simple autoregressive models. Their reliability is discussed in the light of the econometric literature on model misspecification and it is showed that their results can be misleading due to the omission of relevant variables.
- Language
-
- English
- Classification
- Economics
- License
- License undefined
- Open access status
- green
- Identifiers
-
- RERO DOC 8670
- ARK ark:/12658/srd1317982
- Persistent URL
- https://n2t.net/ark:/12658/srd1317982
Statistics
Document views: 120
File downloads:
- wp0802.pdf: 187