Changes in the order of integration of US and UK inflation

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 102
Issue: 1
Pages: 30-32

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Employing the modified tests of Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J. and Taylor, A.M.R., 2006. Modified tests for a change in persistence. Journal of Econometrics 134, 441-469.] for a single change in persistence and repartitioning the sample when a break is found, this paper shows that US and UK inflation changes from I(0) to I(1) in the early 1970s, with a subsequent reversion to I(0) behaviour, compatible with modern macroeconomic theories, in the early 1980s.

Technical Details

RePEc Handle
repec:eee:ecolet:v:102:y:2009:i:1:p:30-32
Journal Field
General
Author Count
3
Added to Database
2026-01-25