Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Year of publication: |
2021
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Authors: | Boubaker, Heni ; Canarella, Giorgio ; Gupta, Rangan ; Miller, Stephen M. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 5, p. 289-310
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Subject: | long memory | time-varying persistence | U.S. inflation | wavelet analysis | USA | United States | Inflation | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zustandsraummodell | State space model | Inflationsrate | Inflation rate |
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