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Could anyone please help me with that? Thank you

Hi all, I am newly-research student and I would like your opinion regarding the derivation of the Inflation rate in Quarterly data points. I have decided to use Quarterly GDP-deflator, (defined as 100*(Nominal GDP/Real GDP)) as a proxy for the Inflation. So the data I have right now is the quarterly...

Omg....You are absolutely right...I was just blind...thanks for the help all of you guys..

Much appreciated.xx

I definetly agree with you..to me this is a linear model...but with hell one should treat it as a nonlinear and estimate it like that ???

Guys...think I am getting crazy..Thats what I found in a published paper: "Nonlinear least-squares estimates of the following equation: i=(1-ρ)(β+γ*p(t)+δ*y(t))+ρi(t-1) where i is the Federal Funds Rate, p is forecasted inflation, and y is the output gap. " First of all, the above model is...

So the question now is how can I apply the Bai and Perron test in the INTEREST_RATE_=(1-C(1))*(C(2)+C(3)*INFLATION+C(4)*OUTPUT_GAP)+C(1)*LAGGED_INTEREST_RATE specification ???? Why not just do the test listing the RHS variables? You should get the exact same regression. Because I am afraid that I w...

I need Bai Perron test only..Thats the problem..

So the question now is how can I apply the Bai and Perron test in the INTEREST_RATE_=(1-C(1))*(C(2)+C(3)*INFLATION+C(4)*OUTPUT_GAP)+C(1)*LAGGED_INTEREST_RATE specification ????

Please have a look at the the first sheet. I have 2 estimations..Please have a look at the 'Representation' of each estimation so you understand what I mean.

What my theoretical model requires is to estimate my model as: INTEREST_RATE_=(1-C(1))*(C(2)+C(3)*INFLATION+C(4)*OUTPUT_GAP)+C(1)*LAGGED_INTEREST_RATE So If I write it like that in the 'Equation specification' i get different results compare to the case where I just list the variables in the 'Equati...

The probles is that i get different estimates when i analyticaly write the estimated equation rather than just list the variables. So Is there any way we estimate using non linear LS and then conducting this test?? The problem is that Eviews does not allow you to conduct the test when you write the ...

Hi guys, following the Eviews suggestion on how to use the Bai and Perron test, it seems that initialy you estimate your model with LS and by listing your dependent and the regressors. How can I impose Non-linear least squares estimation before testing for breaks? Is that possible?

Many thanks

Hi guys, I am trying to figure out how Eviews8 works with this Multi stuctural breaks tests. Bai and Perron (2003) suggest 4 different test. So I am trying to figure out which eviews test corresponds to each test that authors suggest. So allow me to write down what I have understood and what I miss!...