Long memory, economic policy uncertainty and forecasting US inflation : a Bayesian VARFIMA approach
Mehmet Balcilar, Rangan Gupta and Charl Jooste
| Year of publication: |
March 2017
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Jooste, Charl |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 11, p. 1047-1054
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| Subject: | Inflation | long-range dependency | economic policy uncertainty | Wirtschaftspolitik | Economic policy | Zeitreihenanalyse | Time series analysis | USA | United States | Prognoseverfahren | Forecasting model | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1210777 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011811133