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
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
Abstract. This paper uses forecast revisions to provide direct evidence on the persistence of shocks...
While it is recognized that output fuctuations are highly persistent over certain range, less persis...
The persistence properties of economic time series have been a primary object of investigation in a ...
71 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2003.While it is recognized that ma...
This thesis addresses the issue of estimating persistence of economic shocks using time series model...
This study examines the long-run behavior of seven daily nominal exchange rates using univariate and...
In this paper I consider the implications of two alternative interpretations of the observed persist...
This paper introduces a simple and easy to implement procedure to test for changes in persistence. T...
This paper examines the concept of inflation persistence in macroeconomic theory. It begins with a d...
The aim of this paper is to examine the measurement of persistence in a range of time series models ...
This paper develops a multisectoral framework for the measurement of persistence of shocks to sector...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
We address the issue of time varying persistence of shocks to macroeconomic time series variables by...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
Abstract. This paper uses forecast revisions to provide direct evidence on the persistence of shocks...
While it is recognized that output fuctuations are highly persistent over certain range, less persis...
The persistence properties of economic time series have been a primary object of investigation in a ...
71 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2003.While it is recognized that ma...
This thesis addresses the issue of estimating persistence of economic shocks using time series model...
This study examines the long-run behavior of seven daily nominal exchange rates using univariate and...
In this paper I consider the implications of two alternative interpretations of the observed persist...
This paper introduces a simple and easy to implement procedure to test for changes in persistence. T...
This paper examines the concept of inflation persistence in macroeconomic theory. It begins with a d...
The aim of this paper is to examine the measurement of persistence in a range of time series models ...
This paper develops a multisectoral framework for the measurement of persistence of shocks to sector...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
We address the issue of time varying persistence of shocks to macroeconomic time series variables by...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
Are persistent marketing effects most likely to appear right after the introduction of a product? Th...
Abstract. This paper uses forecast revisions to provide direct evidence on the persistence of shocks...
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