Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
Year of publication: |
2007
|
---|---|
Authors: | Morana, Claudio |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 6.2007, 3, p. 1092-1092
|
Publisher: |
Berkeley Electronic Press |
Subject: | long memory | common factors | fractional cointegration | Markov switching | core inflation | euro area |
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