English, Article edition: Fractional integration of inflation rates: a note Paolo Zagaglia

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Fractional integration of inflation rates: a note
Author
  • Paolo Zagaglia
Physical Description
  • article
Notes
  • This note studies the persistence of CPI inflation for 12 OECD countries. The fraction order of integration is estimated through the wavelet-OLS estimator of Jensen (1999). The results show that CPI inflation is characterized by mean reversion in the long run with finite variance.
  • RePEc:taf:apeclt:v:16:y:2009:i:11:p:1103-1105
Language
  • English
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