Long Memory in Import and Export Price Inflation and Persistence of Shocks to the Terms of Trade
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More about this item
Keywordslong memory; terms of trade; imported inflation;
- 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
- F18 - International Economics - - Trade - - - Trade and Environment
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-30 (All new papers)
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