Relative inflation dynamics in the new EU member countries of Central and Eastern Europe
Following their EU accession, the new member countries from Central and Eastern Europe
(CEE) must achieve sustainable price stability as one of the pre-conditions for joining the …
(CEE) must achieve sustainable price stability as one of the pre-conditions for joining the …
Structural breaks in inflation dynamics within the European Monetary Union
T Windberger, A Zeileis - Eastern European Economics, 2014 - Taylor & Francis
To assess the effects of the European Monetary Union on the inflation rate dynamics of its
member states, the inflation rate series for twenty-one European countries are investigated …
member states, the inflation rate series for twenty-one European countries are investigated …
The autoregressive metric for comparing time series models
D Piccolo - Statistica, 2010 - rivista-statistica.unibo.it
The Autoregressive metric was firstly introduced in 1983 as a tool for choosing a
representative element from a large collection of time series and for clustering temporal …
representative element from a large collection of time series and for clustering temporal …
Food price inflation rates in the Euro zone: Distribution dynamics and convergence analysis
A Liontakis - Economics Research International, 2012 - Wiley Online Library
It is widely recognized that inflation as a monetary phenomenon is determined by money
supply changes. In the short run, however, several factors may lead to inflation rate …
supply changes. In the short run, however, several factors may lead to inflation rate …
Does European Monetary Union make inflation dynamics more uniform?
Using a non-parametric method to characterize Markovian operators, we describe the
evolution of the short-run inflation processes among the EMU countries between 1996 and …
evolution of the short-run inflation processes among the EMU countries between 1996 and …
Comparing multistep ahead forecasting functions for time series clustering
M Corduas, G Ragozini - Classification,(Big) Data Analysis and Statistical …, 2018 - Springer
The autoregressive metric between ARIMA processes has been originally introduced as the
Euclidean distance between the AR weights of the one-step-ahead forecasting functions …
Euclidean distance between the AR weights of the one-step-ahead forecasting functions …
Tests for cointegration rank and the initial condition
N Ahlgren, M Juselius - Empirical Economics, 2012 - Springer
Many economic events involve initial observations that substantially deviate from long-run
steady state. Such initial conditions are known to affect the power of univariate unit root tests …
steady state. Such initial conditions are known to affect the power of univariate unit root tests …
[PDF][PDF] Universita degli Studi di Milano
Using a nonparametric method to characterize Markovian operators, we describe the
evolution of the short-run inflation processes among the EMU countries between 1996 and …
evolution of the short-run inflation processes among the EMU countries between 1996 and …
[PDF][PDF] Texas Christian University Texas Christian University Department of Economics Department of Economics
Following their EU accession, the new member countries from Central and Eastern Europe
(CEE) must achieve sustainable price stability as one of the pre-conditions for joining the …
(CEE) must achieve sustainable price stability as one of the pre-conditions for joining the …