Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/62697 
Kompletter Metadatensatz
DublinCore-FeldWertSprache
dc.contributor.authorGil-Alaña, Luis A.en
dc.date.accessioned2012-09-18T13:45:23Z-
dc.date.available2012-09-18T13:45:23Z-
dc.date.issued2001-
dc.identifier.piurn:nbn:de:kobv:11-10050366en
dc.identifier.urihttp://hdl.handle.net/10419/62697-
dc.description.abstractWe analyse in this article the monthly structure of the Brazilian inflation rate by means of fractionally integrated techniques. This series is characterized by strong government interventions to bring inflation to a low level. We use a testing procedure due to Robinson (1994) which allow us to model the underlying dynamic of the series in terms of I(d) statistical models, while the government interventions are specified in terms of dummy variables. The results show that the series can be described in terms of an I(0.75) process with some of the interventions having little impact on the series.en
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2001,67en
dc.subject.jelC22en
dc.subject.ddc330en
dc.subject.keywordLong memoryen
dc.subject.keywordFractional integrationen
dc.titleUnit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate-
dc.typeWorking Paperen
dc.identifier.ppn725695730en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200167en

Datei(en):
Datei
Größe
202.6 kB





Publikationen in EconStor sind urheberrechtlich geschützt.