Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/11779
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dc.contributor.authorMcMillan, David-
dc.contributor.authorWohar, Mark E-
dc.date.accessioned2013-04-09T23:10:41Z-
dc.date.issued2010-07-
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.isoen-
dc.publisherElsevier-
dc.relationMcMillan D & Wohar ME (2010) Persistence and time-varying coefficients, Economics Letters, 108 (1), pp. 85-88.-
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.-
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.embargodate2999-12-31T00:00:00Z-
dc.rights.embargoreasonThe 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.-
dc.identifier.doihttp://dx.doi.org/10.1016/j.econlet.2010.04.019-
dc.citation.jtitleEconomics Letters-
dc.citation.issn0165-1765-
dc.citation.volume108-
dc.citation.issue1-
dc.citation.spage85-
dc.citation.epage88-
dc.citation.publicationstatusPublished-
dc.citation.peerreviewedRefereed-
dc.type.statusPublisher version (final published refereed version)-
dc.author.emaildavid.mcmillan@stir.ac.uk-
dc.contributor.affiliationAccounting and Finance-
dc.contributor.affiliationUniversity of Nebraska at Omaha-
dc.rights.embargoterms2999-12-31-
dc.rights.embargoliftdate2999-12-31-
dc.identifier.isi000279292500026-
Appears in Collections:Accounting and Finance Journal Articles

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