Persistence and time-varying coefficients

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 108
Issue: 1
Pages: 85-88

Authors (2)

McMillan, David G. (not in RePEc) Wohar, Mark E. (University of Nebraska-Omaha)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Persistence in economic variables is common. We re-examine that using a time-varying parameter model. Results support a substantial reduction in persistence, particularly, when allowing for time-variation in the constant. This has important implications for policy-making and the effect of shocks.

Technical Details

RePEc Handle
repec:eee:ecolet:v:108:y:2010:i:1:p:85-88
Journal Field
General
Author Count
2
Added to Database
2026-01-29