Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter
Mehmet Balcilar, Rangan Gupta, Charl Jooste
| Year of publication: |
2016
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Jooste, Charl |
| Published in: |
The journal of developing areas. - Nashville, Tenn. : [Verlag nicht ermittelbar], ISSN 0022-037X, ZDB-ID 219414-4. - Vol. 50.2016, 1, p. 47-57
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| Subject: | Inflation persistence | MS-ARFIMA | inflation regimes | Inflation | Südafrika | South Africa | Markov-Kette | Markov chain | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011576379