Title:

Using Mean Reversion as a Measure of Persistence

Authors:

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

Journal:

Economic Modelling

Year:

2010

Volume:

27

Pages:

262-273

JEL codes:

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