Article ID Journal Published Year Pages File Type
5062508 Economics Letters 2007 7 Pages PDF
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
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
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