• Title of article

    An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks

  • Author/Authors

    Mauro Costantini، نويسنده , , Claudio Lupi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    7
  • From page
    408
  • To page
    414
  • Abstract
    This paper investigates the order of integration of inflation and interest rates in a panel of 19 countries. The results show that once multiple endogenous breaks are allowed for and appropriate critical values are used, the series appear to be I(0).
  • Keywords
    Panel data , Structural breaks , Unit roots
  • Journal title
    Economics Letters
  • Serial Year
    2007
  • Journal title
    Economics Letters
  • Record number

    436245

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=436245