Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence

Publication

dc.contributor.author	Mota, Maria Teresa
dc.contributor.author	Cunha, Mariana Alves da
dc.contributor.author	Santos, Carlos
dc.date.accessioned	2018-07-30T11:03:25Z
dc.date.available	2018-07-30T11:03:25Z
dc.date.issued	2008
dc.description.abstract	Using the Bai-Perron test, we look for a shift in the conditional mean of an AR representation of Spanish CPI inflation over the period: 1978-2006. It is clear that Spain, as most OECD economies, experienced an inflation slowdown in the early eithgties, which can be related to some policy measures undertook by the government coming out of the 1982 elections. It is shown, that when the break is accounted for, there are no signs of persistence in Spanish CPI inflation.	pt_PT
dc.description.version	info:eu-repo/semantics/publishedVersion	pt_PT
dc.identifier.citation	Mota, M. T., Cunha, M. A., Santos, C. (2008). Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence. Working Papers: Economics. N.º 2, 13 p.	pt_PT
dc.identifier.uri	http://hdl.handle.net/10400.14/25292
dc.language.iso	eng	pt_PT
dc.peerreviewed	no	pt_PT
dc.subject	inflation persistence	pt_PT
dc.subject	structural breaks	pt_PT
dc.subject	monetary policy	pt_PT
dc.title	Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence	pt_PT
dc.type	working paper
dspace.entity.type	Publication
rcaap.rights	openAccess	pt_PT
rcaap.type	workingPaper	pt_PT

Files

Now showing 1 - 1 of 1

Name:: 022008 - Mota Cunha Santos - Looking for a break in Spanish Inflation Data.pdf
Size:: 121.07 KB
Format:: Adobe Portable Document Format

Now showing 1 - 1 of 1