A re-examination of the stationarity of inflation (JAE 2009)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Steven Cook A re-examination of the stationarity of inflation JAE 2009 6 1047–1053 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website replicates unit root and stationarity tests to data from panel of 13 OECD economies, univariate methods, panel data unit root testing, sensitivity to cross-sectional variation, reconsidered in light of conditional heteroskedasticity detected in inflation rate series, more appropriate univariate testing procedure combining local-to-unity detrending and joint maximum likelihood estimation of a unit root testing equation, Generalized autoregressive conditional heteroskedasticity (GARCH) Panel, Macro monthly observations on the Consumer Price Index for 13 OECD economies 1957–1994 13 OECD countries -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Sarah E. Culver, David H. Papell Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models JAE 1997 12 436-444 - - 3 - reproduction (new methods) - - 1 - yes -

References

DOI: 10.1002/jae.1098 IDEAS: a/jae/japmet/v24y2009i6p1047-1053.html EconPapers: RePEc:jae:japmet:v:24:y:2009:i:6:p:1047-1053


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