Título:

Using Mean Reversion as a Measure of Persistence

Autores:

Daniel Dias (UCLA, CEMAPRE - ISEG, UTL)
Carlos Robalo Marques (Bank of Portugal)

Revista:

Economic Modelling

Ano:

2010

Volume:

27

Páginas:

262-273

Códigos JEL:

C51 - Model Construction and Estimation
E31 - Price Level; Inflation; Deflation
E52 - Monetary Policy (Targets, Instruments, and Effects)
F42 - International Policy Coordination and Transmission