We gratefully acknowledge financial assistance from the Bank of England for the project ‘International Aspects of Macroeconomic Volatility’, under which this work was initiated. However, the Bank bears no responsibility for the contents of this article. We would also like to thank two referees of the BULLETIN, who provided constructive feedback on an earlier version of the article. The Gauss code made available by Pierre Perron and Zhongjun Qu on their websites has been modified and extended for our analysis. The first and second authors further acknowledge financial assistance from the UK Economic and Social Research Council (ESRC), under awards PTA-026-27-1592 and RES-062-23-1351 respectively.
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation*
Article first published online: 21 JAN 2013
© 2013 The Department of Economics, University of Oxford and JohnWiley & Sons, Ltd.
Oxford Bulletin of Economics and Statistics
Volume 76, Issue 3, pages 360–388, June 2014
How to Cite
Bataa, E., Osborn, D. R., Sensier, M. and Dijk, D. v. (2014), Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation. Oxford Bulletin of Economics and Statistics, 76: 360–388. doi: 10.1111/obes.12021
- Issue published online: 23 APR 2014
- Article first published online: 21 JAN 2013
- Final Manuscript Received: November 2012
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