Long memory and structural change in the G7 inflation dynamics
Mustapha Belkhouja, Imene Mootamri
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Belkhouja, Mustapha ; Mootamri, Imene |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 54.2016, p. 450-462
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| Subject: | ARFIMA | GARCH | Long memory | Structural change | Inflation | G7 | Zeitreihenanalyse | Time series analysis | Strukturwandel | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Inflationsrate | Inflation rate | Volatilität | Volatility | Strukturbruch | Structural break | Theorie | Theory | Phillips-Kurve | Phillips curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.01.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642242