Persistence in International Inflation Rates
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- Cheung, Yin-Wong & Diebold, Francis X., 1994.
"On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean,"
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More about this item
Keywordsfractional dynamics; inflation; long memory;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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