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~person:"Boateng, Alexander"
~person:"Kascha, Christian"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
ARMA model
4
ARMA-Modell
4
Consumer price index
2
Estimation
2
Ghana
2
Inflation
2
Theorie
2
Theory
2
Time series analysis
2
Verbraucherpreisindex
2
Zeitreihenanalyse
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1985-2015
1
AFIMA model
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ARCH model
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ARCH-Modell
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ARFIMA
1
CPI Inflation
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Cointegration
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Conditional mean
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Consumer Price Index (CPI) inflation rates
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Fractional integration
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GARCH
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GJR-GARCH models
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Inflation rate
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Inflationsrate
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Interest rate
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Kointegration
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Long memory
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Monte Carlo simulation
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Persistence
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Scientific modelling
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South Africa
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Südafrika
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USA
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VAR model
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VAR-Modell
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Aufsatz in Zeitschrift
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Boateng, Alexander
Kascha, Christian
Gil-Alaña, Luis A.
3
Boubaker, Heni
2
Liesenfeld, Roman
2
Tripathy, Trilochan
2
Afzal, Alia
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Ahmed, Wajid Shakeel
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1
Cavaliere, Giuseppe
1
Chaleampong Kongcharoen
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Challa, Madhavi Latha
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Chan, Joshua
1
Chan, Joshua C. C.
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Chang, Hung-Chou
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Chu, Shiou-Yen
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Craioveanu, Mihaela
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Journal of applied econometrics
1
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ECONIS (ZBW)
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Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
2
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
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