On the persistence of UK inflation : a long-range dependence approach
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Tommaso Trani
| Year of publication: |
2022
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Trani, Tommaso |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 439-454
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| Subject: | fractional integration | persistence | UK inflation | Inflation | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Theorie | Theory | Inflationsrate | Inflation rate | Schätzung | Estimation | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2161 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012814596