On the Relationship between Inflation Persistence and Temporal Aggregation
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DOI: 10.1111/j.1538-4616.2007.00077.x
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- Ahmad Yamin S & Paya Ivan, 2020. "Temporal aggregation of random walk processes and implications for economic analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
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