ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS

Olaoluwa Yaya

Statistics in Transition New Series, 2018, vol. 19, issue 3, 477-493

Abstract: The need to understand the stationarity property of inflation of any country is paramount in the design of monetary targeting...

Date: 2018
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Related works:
Journal Article: ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS (2018)
Working Paper: Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:19:y:2018:i:3:p:477-493

DOI: 10.21307/stattrans-2018-026

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