Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: http://hdl.handle.net/10419/142040
Autoren: 
Shittu, Olanrewaju I.
Yaya, OlaOlua S.
Datum: 
2011
Quellenangabe: 
[Journal:] CBN Journal of Applied Statistics [ISSN:] 2476-8472 [Volume:] 02 [Year:] 2011 [Issue:] 1 [Pages:] 1-13
Zusammenfassung: 
Long memory and nonlinearity are two key features of some macroeconomic time series which are characterized by persistent shocks that seem to rise faster during recession than it falls during expansion. A variant of nonlinear time series model together with long memory are used to examine these features in inflation series for three economies. The results which compares favourably with that of van Dijk et al. (2002) elicit some interesting attributes of inflation in the developed and developing economies.
Schlagwörter: 
Fractional integration
Long memory
Smooth transition autoregression
Inflation rates
Time series
JEL: 
C22
C51
C87
Dokumentart: 
Article

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.