Detecting multiple breaks in long memory: the case of U.S. inflation
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2011
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2011,26 |
| Online-Zugang: | Volltext Inhaltsverzeichnis |
| Beschreibung: | Auch im Internet verfügbar. - Zsfassung in dt. Sprache |
| Beschreibung: | 48 S. graph. Darst. |
| ISBN: | 9783865587602 9783865587619 |
Internformat
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-024614218 | ||
Datensatz im Suchindex
| _version_ | 1804148661543763968 |
|---|---|
| adam_text | Titel: Detecting multiple breaks in long memory
Autor: Hassler, Uwe
Jahr: 2011
Contents
1 Introduction 1
2 Breaks in long memory 4
3 Tests with known break points 8
3.1 Under iid assumptions....................... 8
3.2 Extensions.............................. 14
4 Tests with unknown break points 16
4.1 Implementation........................... 16
4.2 Monte Carlo evidence........................ 18
4.2.1 Case of one break...................... 18
4.2.2 Case of two breaks..................... 22
5 U.S. inflation 23
5.1 Preliminary analysis ........................ 25
5.2 Testing against changes in inflation persistence.......... 28
6 Concluding remarks 32
|
| any_adam_object | 1 |
| author | Hassler, Uwe 1963- Meller, Barbara 1982- |
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| author_sort | Hassler, Uwe 1963- |
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| building | Verbundindex |
| bvnumber | BV039752862 |
| collection | ebook |
| ctrlnum | (OCoLC)769014961 (DE-599)BVBBV039752862 |
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| id | DE-604.BV039752862 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:10:41Z |
| institution | BVB |
| isbn | 9783865587602 9783865587619 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024614218 |
| oclc_num | 769014961 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR DE-188 DE-20 DE-12 DE-945 |
| owner_facet | DE-355 DE-BY-UBR DE-188 DE-20 DE-12 DE-945 |
| physical | 48 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
| spelling | Hassler, Uwe 1963- Verfasser (DE-588)132817802 aut Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller Frankfurt am Main Dt. Bundesbank 2011 48 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2011,26 Auch im Internet verfügbar. - Zsfassung in dt. Sprache Meller, Barbara 1982- Verfasser (DE-588)140228098 aut Deutsche Bundesbank Discussion paper Series 1, Economic studies ; 2011,26 (DE-604)BV017594637 2011,26 http://hdl.handle.net/10419/52676 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024614218&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hassler, Uwe 1963- Meller, Barbara 1982- Detecting multiple breaks in long memory the case of U.S. inflation |
| title | Detecting multiple breaks in long memory the case of U.S. inflation |
| title_auth | Detecting multiple breaks in long memory the case of U.S. inflation |
| title_exact_search | Detecting multiple breaks in long memory the case of U.S. inflation |
| title_full | Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller |
| title_fullStr | Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller |
| title_full_unstemmed | Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller |
| title_short | Detecting multiple breaks in long memory |
| title_sort | detecting multiple breaks in long memory the case of u s inflation |
| title_sub | the case of U.S. inflation |
| url | http://hdl.handle.net/10419/52676 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024614218&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
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