GRID BOOTSTRAP PROCEDURE

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Deepika
Posts: 43
Joined: Fri Apr 17, 2015 12:55 am

GRID BOOTSTRAP PROCEDURE

Unread post by Deepika »

Hi Tom
i am trying to find measures of inflation persistence by using Hansen(1999) grid bootstrap method to estimate confidence intervals for persistence. Now i have referred to Clark (2006) 'DISAGGREGATE EVIDENCE ON THE PERSISTENCE OF CONSUMER PRICE INFLATION', and i have read the program file pers.prg in clark.zip (http://qed.econ.queensu.ca/jae/2006-v21.5/clark/). however i am not using the aggregate and disaggregate inflation which he has used. i am just trying to find persistence for one inflation measure in my data set at a time. Therefore i am finding problems in defining the program according to my use. Kindly help me.

Regards
Deepika
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