Misspecification Testing: Non-Invariance of Expectations Models of Inflation

Author: Castle Jennifer L.   Doornik Jurgen A.   Hendry David F.   Nymoen Ragnar  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4938

Source: Econometric Reviews, Vol.33, Iss.5-6, 2014-08, pp. : 553-574

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Abstract