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Title:	Are shocks to inflation rates permanent or temporary? New evidence from a Panel SURADF approach
Authors:	Hsu, Y.-C.;Lee, Chi-Chuan 李起銓
Contributors:	金融系
Keywords:	Inflation rates;International conferences;Non-stationary;OECD countries;Root null hypothesis;Separate unit;Stationary processes;Unit roots;Unit-root tests;Information technology;Technology;Testing
Date:	2007
Issue Date:	2015-07-13 15:16:31 (UTC+8)
Abstract:	In this study, we test the property of nonstationary in regard to the inflation rate for 15 OECD countries using the newly-developed Panel SURADF tests of Breuer et al. (2001) for the period 1971-2004. While other Panel-based unit root tests are joint tests of a unit root for all members of the panel and are incapable of determining the mix of the I(0) and I(1) series in the panel setting, the Panel SURADF approach tests a separate unit-root null hypothesis for each individual panel member and, therefore identifies how many and which series in the panel are stationary processes. The property of nonstationary is confirmed for only four of the 15 countries when Breuer et al.`s Panel SURADF tests are conducted. © 2007 IEEE.
Relation:	2007 International Conference on Convergence Information Technology, ICCIT 2007 2nd International Conference on Convergent Information Technology, ICCIT 07,21 November 2007 through 23 November 2007,Gyongju
Data Type:	conference
DOI 連結:	http://dx.doi.org/10.1109/ICCIT.2007.4420350
DOI:	10.1109/ICCIT.2007.4420350
Appears in Collections:	[金融學系] 會議論文

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