Fractional integration and the persistence of UK inflation, 1210-2016
Year of publication: |
December 2018
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Publisher: |
[Uxbridge] : Brunel University London, Department of Economics and Finance |
Subject: | UK inflation | persistence | fractional integration | Inflation | Schätzung | Estimation | Großbritannien | United Kingdom | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Inflationsrate | Inflation rate | ARMA-Modell | ARMA model | Kointegration | Cointegration |
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