What is the globalisation of inflation?

DOI10.1016/J.JEDC.2016.09.006zbMath1401.91296OpenAlexW2525872804MaRDI QIDQ1655663

Ralf Becker, Denise R. Osborn, Gantungalag Altansukh, George J. Bratsiotis

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/cgbcr/discussionpapers/dpcgbcr224.pdf

zbMATH Keywords

co-movementmultiple structural breakscore inflationglobalisationinternational inflation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Uses Software

• PcGets

Cites Work

• A unified approach to nonlinearity, structural change, and outliers
• Estimating the number of change-points via Schwarz' criterion
• Reconsidering the international comovement of inflation
• Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks
• Least squares estimation and tests of breaks in mean and variance under misspecification
• Critical values for multiple structural change tests
• Estimating and Testing Linear Models with Multiple Structural Changes
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Computer automation of general-to-specific model selection procedures

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