Time-varying persistence of inflation : evidence from a wavelet-based approach
by Heni Boubaker (IPAG Lab), Giorgio Canarella (University of Nevada, Las Vegas), Rangan Gupta (University of Pretoria), Stephen M. Miller (University of Nevada, Las Vegas)
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Boubaker, Heni ; Canarella, Giorgio ; Gupta, Rangan ; Miller, Stephen M. |
| Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
| Subject: | Time-varying long-memory | LSTAR model | MODWT algorithm | ILSE estimator | Inflation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Volatilität | Volatility |
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / University of Connecticut, Department of Economics. - Storrs, Conn., ZDB-ID 2161689-9. - Vol. 2016, 09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011547555