Long memory and ARFIMA modelling : the case of CPI inflation rate in Ghana
Year of publication: |
2016
|
---|---|
Authors: | Boateng, Alexander ; Gil-Alaña, Luis A. ; 'Maseka, Lesaoana ; Siweya, Hlengani ; Belete, Abenet |
Published in: |
The journal of developing areas. - Nashville, Tenn. : [Verlag nicht ermittelbar], ISSN 0022-037X, ZDB-ID 219414-4. - Vol. 50.2016, 3, p. 287-304
|
Subject: | Consumer Price Index (CPI) inflation rates | Whittle method | Long memory | AFIMA model | Verbraucherpreisindex | Consumer price index | Inflation | Inflationsrate | Inflation rate | Ghana | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
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