Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty
Year of publication: |
2008
|
---|---|
Authors: | Liu, Jinquan ; Zheng, Tingguo ; Sui, Jianli |
Published in: |
Psychometrika. - Springer. - Vol. 3.2008, 2, p. 240-254
|
Publisher: |
Springer |
Subject: | long memory | inflation rate | inflation uncertainty | ARFIMA-FIGARCH | 长记忆性 | 通货膨胀率 | 通货膨胀不确定性 |
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