Estimating memory parameter in the US inflation rate
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References listed on IDEAS
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- Rose, Andrew Kenan, 1988. " Is the Real Interest Rate Stable?," Journal of Finance, American Finance Association, vol. 43(5), pages 1095-1112, December.
- Tzavalis, Elias & Wickens, M. R., 1996.
"Forecasting inflation from the term structure,"
Journal of Empirical Finance,
Elsevier, vol. 3(1), pages 103-122, May.
- Joerg Breitung and Uwe Hassler, 2001.
"Inference on the Cointegration Rank in Fractionally Integrated Processes,"
Computing in Economics and Finance 2001
233, Society for Computational Economics.
- Breitung, Jorg & Hassler, Uwe, 2002. "Inference on the cointegration rank in fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 110(2), pages 167-185, October.
- Breitung, Jörg & Hassler, Uwe, 2000. "Inference on the cointegration rank in fractionally integrated processes," SFB 373 Discussion Papers 2000,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- repec:esx:essedp:535 is not listed on IDEAS
- Hassler, Uwe & Wolters, Jurgen, 1995. "Long Memory in Inflation Rates: International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 37-45, January.
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