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Details for article 14 of 14 found articles
| Title: |
The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power |
| Author: |
Yoon, Gawon |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 10 (2003) nr. 10 pages 627-631 |
| Year: |
2003-08-15 |
| Contents: |
Various unit roots tests are suggested over the years. However, many of them suffer severe size problems as well as low power. Recently, Ng and Perron ( Econometrica , 69 , 1519-54, 2001) propose new modelling strategy that yields good power and reliable size. This letter applies their testing method to the Brazilian inflation rate, which is contaminated by various government interventions to bring hyperinflation under control and for which standard unit root tests produce unintuitive results. The new method is found to yield reliable results for the current data and a possible explanation is also provided for its performance. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 14 of 14 found articles
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