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Original Articles

Mean reversion and sales

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Pages 1271-1275 | Published online: 22 Jul 2009

References

  • Andrews , D. 1993 . Exactly median-unbiased estimation of first order autoregressive/unit root models . Econometrica , 61 : 139 – 65 .
  • Andrews , D. and Chen , H. Y. 1994 . Approximately median unbiased estimation of autoregressive models . Journal of Business and Economic Statistics , 12 : 187 – 204 .
  • Dias, D. and Marques, C. R. (2005) Using mean reversion as a measure of persistence, ECB Working Paper No. 450, ECB, Frankfurt
  • ECB (2002) Implementation of additional harmonisation rules for the HICP in January 2002, in Monthly Bulletin, No. 3, ECB, Frankfurt
  • Marques, C. R. (2004) Inflation Persistence: Facts or Artefacts?, ECB Working Paper No. 371, ECB, Frankfurt

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