Time-varying persistence of infllation : evidence from a wavelet-based approach
Heni Boubaker, Giorgio Canarella, Rangan Gupta, Stephen M. Miller
| Year of publication: |
Sep 2017
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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. 21.2017, 4, p. 1-18
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| Subject: | ILSE estimator | LSTAR model | MODWT algorithm | time-varying long-memory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2016-0130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011755461