English, Article, Journal or magazine article edition: Inflation persistence, structural breaks and omitted variables: a critical view Andrea Vaona

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Bookmark: http://trove.nla.gov.au/version/201872
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Inflation persistence, structural breaks and omitted variables: a critical view
Author
  • Andrea Vaona
Physical Description
  • preprint
Notes
  • 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.
  • inflation persistence, structural breaks, omitted variables, model misspecification, serial correlation.
  • RePEc:lug:wpaper:0802
Language
  • English
Contributed by
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