Charfeddine, Lanouar; Guégan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007
This paper analyzes the dynamics of the US inflation series using two classes of models : structural changes models and Long memory processes. For the first class, we use the Markov Switching (MS-AR) model of Hamilton (1989) and the Structural Change (SCH-AR) model using the sequential method...
