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Testing for central bank independence and inflation using the wild bootstrap

Peel, D and Monticini, A (2009) Testing for central bank independence and inflation using the wild bootstrap. Economics Bulletin, 29 (3). pp. 1602-1607. ISSN 1545-2921

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    Abstract

    This paper reviews the relationship between Central Bank Independence (CBI) and Inflation both in high income economies (as proposed in Campillo and Miron 1997 and Temple 1998) and in developing countries (as proposed in Brumm 2006)1 when a variety of Heteroskedasticity Consistent Covariance Matrix Estimators as well as the wild bootstrap are employed.

    Item Type: Article
    Journal or Publication Title: Economics Bulletin
    Subjects: UNSPECIFIED
    Departments: Lancaster University Management School > Economics
    ID Code: 45567
    Deposited By: ep_importer_pure
    Deposited On: 11 Jul 2011 19:34
    Refereed?: Yes
    Published?: Published
    Last Modified: 09 Apr 2014 22:33
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/45567

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