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Looking for a change point in French monetary policy in the early eighties
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this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,545 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 1993Competitiveness through Disinflation: An Assessment of the French Macroeconomic Strategy152 cited
  • 2003Strong rules for detecting the number of breaks in a time series117 cited
  • 2010Break in the Mean and Persistence of Inflation: A Sectoral Analysis of French CPI117 cited
  • 2005Breaks in the Mean of Inflation: How They Happen and What to Do with Them56 cited
  • 2007Impulse saturation break tests26 cited

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