𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty

✍ Scribed by Jinquan Liu; Tingguo Zheng; Jianli Sui


Book ID
107373870
Publisher
Higher Education Press and Springer
Year
2008
Tongue
English
Weight
298 KB
Volume
3
Category
Article
ISSN
1673-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The asymmetric effects of uncertainty on
✍ Kevin B. Grier; Γ“lan T. Henry; Nilss Olekalns; Kalvinder Shields πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 177 KB

## Abstract We study the effects of growth volatility and inflation volatility on average rates of output growth and inflation for post‐war US data. Our results suggest that increased growth uncertainty is associated with significantly lower average growth, while higher inflation uncertainty is sig

New methods for the analysis of long-mem
✍ Miguel A. Delgado; Peter M. Robinson πŸ“‚ Article πŸ“… 1994 πŸ› John Wiley and Sons 🌐 English βš– 508 KB

Models for long-memory time series are considered in which the autocovariance sequence is parameterized only at very long lags or the spectral density is parameterized only at very low frequencies. Various recently proposed methods for estimating the differencing parameters are reviewed and are appl

Testing and forecasting the degree of in
✍ Luis A. Gil-Alana πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 141 KB πŸ‘ 1 views

In this article we model the log of the US inflation rate by means of fractionally integrated processes. We use the tests of Robinson (1994) for testing this type of hypothesis, which include, as particular cases, the I(0) and I(1) specifications, and which also, unusually, have standard null and lo