Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach
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More about this item
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-06-24 (All new papers)
- NEP-CBA-2006-06-24 (Central Banking)
- NEP-ECM-2006-06-24 (Econometrics)
- NEP-ETS-2006-06-24 (Econometric Time Series)
- NEP-MAC-2006-06-24 (Macroeconomics)
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