Is inflation rate a stationary process?

dc.contributor.author	Δατσέρης, Ιωάννης
dc.date.accessioned	2008-02-26T06:37:48Z
dc.date.available	2008-02-26T06:37:48Z
dc.date.issued	2008-02-26T06:37:48Z
dc.identifier.uri	https://dione.lib.unipi.gr/xmlui/handle/unipi/2334
dc.language.iso	el
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.el
dc.subject	Inflation (Finance)
dc.title	Is inflation rate a stationary process?
dc.type	Master Thesis
europeana.isShownAt	https://dione.lib.unipi.gr/xmlui/handle/unipi/2334
europeana.type	IMAGE
dc.identifier.call	332.4'1 ΔAT
dc.description.abstractEN	Using conventional unit root tests, like Augmented Dickey Fuller (ADF) and Phillips-Perron (PP) test, we conclude on contradictory results as far as inflation rates and unit roots are concerned. We can see this from various researches that used such tests. In this paper, we will try to focus on the problems which lead to these contradictory results about unit root and inflation and to propose ideal modifications of these tests that have come out in the literature and seem to correct these problems. Our aim is to use such a modification of the tests so as to reach valid results and get the real behavior of inflation rates.

Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές