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A re-examination of the stationarity of inflation (JAE 2009)
Article data 1 - accessible on journal website  +
Article data type Macro , Panel
Article data used monthly observations on the Consumer Price Index for 13 OECD economies 1957–1994  +
Article edition 6
Article journal [[:Category:Journal of Applied Econometrics|Journal of Applied Econometrics]]
Article methods and estimation 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)
Article origin of data used 13 OECD countries
Article pages 1047–1053
Article program code 0 - not available online  +
Article readme 1 - accessible on journal website  +
Article software used -
Article year 2009
Articleauthors Steven Cook +
Articlejel - +
Articlekeywords - +
DOI [https://doi.org/10.1002/jae.1098 10.1002/jae.1098]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:jae:japmet:v:24:y:2009:i:6:p:1047-1053 RePEc:jae:japmet:v:24:y:2009:i:6:p:1047-1053]  +
IDEAS/RePEc [http://ideas.repec.org/a/jae/japmet/v24y2009i6p1047-1053.html a/jae/japmet/v24y2009i6p1047-1053.html]  +
Replication JEL codes -
Replication authors Sarah E. Culver , David H. Papell
Replication authors statement -  +
Replication call into question 1 - yes  +
Replication edition 12
Replication journal [[:Category:Journal of Applied Econometrics|Journal of Applied Econometrics]]
Replication keywords -  +
Replication pages 436-444
Replication raw data -  +
Replication result -  +
Replication type 3 - reproduction (new methods)  +
Replication year 1997
Categories Replication  + , Journal of Applied Econometrics 2009 (6)  +
Modification dateThis property is a special property in this wiki. 18 November 2019 21:17:43  +
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A re-examination of the stationarity of inflation (JAE 2009) + redirect page
 

 

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