English, Article, Journal or magazine article edition: Persistence in International Inflation Rates Christopher F. Baum; John Barkoulas; Mustafa Caglayan

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/73425
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Persistence in International Inflation Rates
Author
  • Christopher F. Baum
  • John Barkoulas
  • Mustafa Caglayan
Physical Description
  • preprint
Notes
  • We test for fractional dynamics in CPI-based inflation rates for twenty-seven countries and WPI-based inflation rates for twenty-two countries. The fractional differencing parameter is estimated using semiparametric and approximate maximum likelihood methods. Significant evidence of fractional dynamics with long-memory features is found in both CPI- and WPI-based inflation rates for industrial as well as developing countries. Implications of the findings are considered and sources of long memory are hypothesized.
  • fractional dynamics, inflation, long memory
  • RePEc:boc:bocoec:333
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment