Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty
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More about this item
Keywordslong memory; inflation rate; inflation uncertainty; ARFIMA-FIGARCH; C22; E31; 长记忆性; 通货膨胀率; 通货膨胀不确定性; ARFIMA-FIGARCH;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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