Gabriel Zsurkis
Biographic Data
| ID | 9595485 |
|---|---|
| NAME | Gabriel Zsurkis |
| GIVEN NAMES | Gabriel |
| FAMILY NAME | Zsurkis |
| SIGNATURE | ZSURKIS G |
| AFFILIATIONS | Banco de Portugal and ISEG‐Universidade de Lisboa Lisboa 1250‐069 Portugal |
| ORCID | 0000-0001-9110-470X |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries
This paper introduces a simple and easy to implement procedure to test for changes in persistence. The time‐varying parameter that characterizes persistence changes under the alternative hypothesis is approximated by a parsimonious cosine function. The new test is the minimum of a t ‐statistic computed from a test regression that considers a set of reasonable values for a frequency term that is used to evaluate the time‐varying properties of pers…
No prominent works on this page.
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries
This paper introduces a simple and easy to implement procedure to test for changes in persistence. The time‐varying parameter that characterizes persistence changes under the alternative hypothesis is approximated by a parsimonious cosine function. The new test is the minimum of a t ‐statistic computed from a test regression that considers a set of reasonable values for a frequency term that is used to evaluate the time‐varying properties of pers…
Complex Systems and Time Series Analysis (1 work) · Econometrics (1 work) · Economic theories and models (1 work) · Economics (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work) · Monte Carlo method (1 work) · Statistic (1 work) · Statistical hypothesis testing (1 work) · Statistics (1 work)