Open AccessANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS
Author(s) -
OlaOluwa S. Yaya
Publication year - 2019
Publication title -
statistics in transition
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.155
H-Index - 7
eISSN - 2450-0291
pISSN - 1234-7655
DOI - 10.21307/stattrans-2018-02
Subject(s) - unit root , autoregressive conditional heteroskedasticity , heteroscedasticity , structural break , econometrics , inflation (cosmology) , unit root test , economics , null hypothesis , unit (ring theory) , statistics , series (stratigraphy) , mathematics , cointegration , biology , volatility (finance) , physics , theoretical physics , paleontology , mathematics education