|Appears in Collections:||Accounting and Finance Journal Articles|
|Peer Review Status:||Refereed|
|Title:||Persistence and time-varying coefficients|
Wohar, Mark E
|Citation:||McMillan D & Wohar ME (2010) Persistence and time-varying coefficients, Economics Letters, 108 (1), pp. 85-88.|
|Abstract:||Persistence in economic variables is common. We re-examine that using a time-varying parameter model. Results support a substantial reduction in persistence, particularly, when allowing for time-variation in the constant. This has important implications for policy-making and the effect of shocks.|
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