Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-43
The economic literature provides evidence that inflation rates can co-move across nations because of a host of reasons … relationship in time-frequency space in inflation rates of the selected countries. Several findings are documented. First …, inflation rates co-movements in the nine African countries are time varying, multi-scale, and characterized by structural breaks …