This paper considers econometric issues related to time-series data that have been subject to abrupt governmental interventions. The motivating example for this study is the Brazilian monthly inΒ―ation rate (1974 : 1Β±1993 : 6) which we use throughout for illustration. This series has been heavily inΒ―
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
β Scribed by Luis A. Gil-Alanaa
- Publisher
- Springer-Verlag
- Year
- 2005
- Tongue
- English
- Weight
- 301 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0377-7332
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