CODE FOR THE PAPER "Changes in persistence, spurious regressions
and the Fisher hypothesis"

Files:
knvs_code.R contains the main codes for running the R^2 test
bpz.R does the breakpoint estimation
lw.R is for the local Whittle estimator
deltad.R copmutes fractional differences without demeaning
knvs_data.txt contains data on US interest rate and inflation as described in the paper.

