Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller
| 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 | Inflation | USA | United States | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806531