Detecting multiple breaks in long memory: the case of U.S. inflation
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2011
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2011,26 |
| Links: | http://hdl.handle.net/10419/52676 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024614218&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Auch im Internet verfügbar. - Zsfassung in dt. Sprache |
| Umfang: | 48 S. graph. Darst. |
| ISBN: | 9783865587602 9783865587619 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV039752862 | ||
| 003 | DE-604 | ||
| 005 | 20121115 | ||
| 007 | t| | ||
| 008 | 111212s2011 xx d||| |||| 00||| eng d | ||
| 020 | |a 9783865587602 |c (Printversion) |9 978-3-86558-760-2 | ||
| 020 | |a 9783865587619 |c (Internetversion) |9 978-3-86558-761-9 | ||
| 035 | |a (OCoLC)769014961 | ||
| 035 | |a (DE-599)BVBBV039752862 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-188 |a DE-20 |a DE-12 |a DE-945 | ||
| 100 | 1 | |a Hassler, Uwe |d 1963- |e Verfasser |0 (DE-588)132817802 |4 aut | |
| 245 | 1 | 0 | |a Detecting multiple breaks in long memory |b the case of U.S. inflation |c Uwe Hassler ; Barbara Meller |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2011 | |
| 300 | |a 48 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |v 2011,26 | |
| 500 | |a Auch im Internet verfügbar. - Zsfassung in dt. Sprache | ||
| 700 | 1 | |a Meller, Barbara |d 1982- |e Verfasser |0 (DE-588)140228098 |4 aut | |
| 810 | 2 | |a Deutsche Bundesbank |t Discussion paper |v Series 1, Economic studies ; 2011,26 |w (DE-604)BV017594637 |9 2011,26 | |
| 856 | 4 | 1 | |u http://hdl.handle.net/10419/52676 |x Verlag |z kostenfrei |3 Volltext |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024614218&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 912 | |a ebook | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-024614218 | |
Datensatz im Suchindex
| _version_ | 1819365277365698560 |
|---|---|
| adam_text | Titel: Detecting multiple breaks in long memory
Autor: Hassler, Uwe
Jahr: 2011
Contents
1 Introduction 1
2 Breaks in long memory 4
3 Tests with known break points 8
3.1 Under iid assumptions....................... 8
3.2 Extensions.............................. 14
4 Tests with unknown break points 16
4.1 Implementation........................... 16
4.2 Monte Carlo evidence........................ 18
4.2.1 Case of one break...................... 18
4.2.2 Case of two breaks..................... 22
5 U.S. inflation 23
5.1 Preliminary analysis ........................ 25
5.2 Testing against changes in inflation persistence.......... 28
6 Concluding remarks 32
|
| any_adam_object | 1 |
| author | Hassler, Uwe 1963- Meller, Barbara 1982- |
| author_GND | (DE-588)132817802 (DE-588)140228098 |
| author_facet | Hassler, Uwe 1963- Meller, Barbara 1982- |
| author_role | aut aut |
| author_sort | Hassler, Uwe 1963- |
| author_variant | u h uh b m bm |
| building | Verbundindex |
| bvnumber | BV039752862 |
| collection | ebook |
| ctrlnum | (OCoLC)769014961 (DE-599)BVBBV039752862 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01610nam a2200349 cb4500</leader><controlfield tag="001">BV039752862</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121115 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">111212s2011 xx d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783865587602</subfield><subfield code="c">(Printversion)</subfield><subfield code="9">978-3-86558-760-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783865587619</subfield><subfield code="c">(Internetversion)</subfield><subfield code="9">978-3-86558-761-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)769014961</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV039752862</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-945</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hassler, Uwe</subfield><subfield code="d">1963-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)132817802</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Detecting multiple breaks in long memory</subfield><subfield code="b">the case of U.S. inflation</subfield><subfield code="c">Uwe Hassler ; Barbara Meller</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Dt. Bundesbank</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">48 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Deutsche Bundesbank : Series 1, Economic studies</subfield><subfield code="v">2011,26</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Auch im Internet verfügbar. - Zsfassung in dt. Sprache</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Meller, Barbara</subfield><subfield code="d">1982-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140228098</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Deutsche Bundesbank</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">Series 1, Economic studies ; 2011,26</subfield><subfield code="w">(DE-604)BV017594637</subfield><subfield code="9">2011,26</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://hdl.handle.net/10419/52676</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024614218&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-024614218</subfield></datafield></record></collection> |
| id | DE-604.BV039752862 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:01:46Z |
| institution | BVB |
| isbn | 9783865587602 9783865587619 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024614218 |
| oclc_num | 769014961 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR DE-188 DE-20 DE-12 DE-945 |
| owner_facet | DE-355 DE-BY-UBR DE-188 DE-20 DE-12 DE-945 |
| physical | 48 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
| spellingShingle | Hassler, Uwe 1963- Meller, Barbara 1982- Detecting multiple breaks in long memory the case of U.S. inflation |
| title | Detecting multiple breaks in long memory the case of U.S. inflation |
| title_auth | Detecting multiple breaks in long memory the case of U.S. inflation |
| title_exact_search | Detecting multiple breaks in long memory the case of U.S. inflation |
| title_full | Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller |
| title_fullStr | Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller |
| title_full_unstemmed | Detecting multiple breaks in long memory the case of U.S. inflation Uwe Hassler ; Barbara Meller |
| title_short | Detecting multiple breaks in long memory |
| title_sort | detecting multiple breaks in long memory the case of u s inflation |
| title_sub | the case of U.S. inflation |
| url | http://hdl.handle.net/10419/52676 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024614218&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
| work_keys_str_mv | AT hassleruwe detectingmultiplebreaksinlongmemorythecaseofusinflation AT mellerbarbara detectingmultiplebreaksinlongmemorythecaseofusinflation |