2007 International Conference on Convergence Information Technology (ICCIT 2007) 2007
DOI: 10.1109/iccit.2007.4420350
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Are Shocks to Inflation Rates Permanent or Temporary? New Evidence from a Panel SURADF Approach

Abstract: In this study, we test the property of nonstationary in regard to the inflation rate for 15 OECD countries using the newly-developed Panel SURADF tests of Breuer et al. (2001) for the period 1971-2004. While other Panel-based unit root tests are joint tests of a unit root for all members of the panel and are incapable of determining the mix of the I(0) and I(1) series in the panel setting, the Panel SURADF approach tests a separate unit-root null hypothesis for each individual panel member and, therefore ident… Show more

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