Looking for a change point in French monetary policy in the early eighties

Maria Alberta Oliveira · Carlos Santos

8 citations0/0 files storedApplied Economics Letters

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Unemployment and Economic Growth

Abstract

We investigate where, in the early eighties, did a change occur in French monetary policy. The novelty in our treatment of this subject is the use of the impulse saturation break test. The results clearly identify the adoption of the Franc Fort policy as the key change in the period. The resulting econometric model is congruent and reveals no signs of persistence in inflation.

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables 1994Approximately Median-Unbiased Estimation of Autoregressive Models 1993Competitiveness through Disinflation: An Assessment of the French Macroeconomic Strategy 2003Strong rules for detecting the number of breaks in a time series 2010Break in the Mean and Persistence of Inflation: A Sectoral Analysis of French CPI 2005Breaks in the Mean of Inflation: How They Happen and What to Do with Them

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