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Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S., (1998)
Adaptive ARFIMA models with applications to inflation
Baillie, Richard, (2012)
A time-varying parameter model of inflation in India
Kumar, Sudhanshu, (2012)
Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine Chuck, (2010)
The demand for money in Asia : some further evidence
Arize, Augustine Chuck, (2012)
Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok, (2006)