|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.|
|Rights:||The publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.|
|Affiliation:||Accounting and Finance|
University of Nebraska at Omaha
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