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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/11779
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dc.contributor.authorMcMillan, Daviden_UK
dc.contributor.authorWohar, Mark Een_UK
dc.date.accessioned2013-04-09T23:10:41Z-
dc.date.available2013-04-09T23:10:41Zen_UK
dc.date.issued2010-07en_UK
dc.identifier.urihttp://hdl.handle.net/1893/11779-
dc.description.abstractPersistence 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.en_UK
dc.language.isoenen_UK
dc.publisherElsevieren_UK
dc.relationMcMillan D & Wohar ME (2010) Persistence and time-varying coefficients. Economics Letters, 108 (1), pp. 85-88. https://doi.org/10.1016/j.econlet.2010.04.019en_UK
dc.rightsThe 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.en_UK
dc.rights.urihttp://www.rioxx.net/licenses/under-embargo-all-rights-reserveden_UK
dc.subjectPersistenceen_UK
dc.subjectState-spaceen_UK
dc.subjectTime-varying coefficienten_UK
dc.titlePersistence and time-varying coefficientsen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate3000-01-01en_UK
dc.rights.embargoreason[McMillan_2010_Persistence_and_time-varying_coefficients.pdf] The publisher does not allow this work to be made publicly available in this Repository therefore there is an embargo on the full text of the work.en_UK
dc.identifier.doi10.1016/j.econlet.2010.04.019en_UK
dc.citation.jtitleEconomics Lettersen_UK
dc.citation.issn0165-1765en_UK
dc.citation.volume108en_UK
dc.citation.issue1en_UK
dc.citation.spage85en_UK
dc.citation.epage88en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusVoR - Version of Recorden_UK
dc.author.emaildavid.mcmillan@stir.ac.uken_UK
dc.contributor.affiliationAccounting & Financeen_UK
dc.contributor.affiliationUniversity of Nebraska at Omahaen_UK
dc.identifier.isiWOS:000279292500026en_UK
dc.identifier.scopusid2-s2.0-77953357703en_UK
dc.identifier.wtid719240en_UK
dc.contributor.orcid0000-0002-5891-4193en_UK
dcterms.dateAccepted2010-07-31en_UK
dc.date.filedepositdate2013-04-08en_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionVoRen_UK
local.rioxx.authorMcMillan, David|0000-0002-5891-4193en_UK
local.rioxx.authorWohar, Mark E|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate3000-01-01en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||en_UK
local.rioxx.filenameMcMillan_2010_Persistence_and_time-varying_coefficients.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source0165-1765en_UK
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