ANALYSING Inflation in Nigeria: A Fractionally Integrated ARFIMA-GARCH Modelling Approach
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References listed on IDEAS
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More about this item
KeywordsInflation; AFIMA; GARCH; Fractional Integrated and Long Memory; ADF and KPSS;
- B26 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-05-21 (All new papers)
- NEP-CBA-2018-05-21 (Central Banking)
- NEP-MAC-2018-05-21 (Macroeconomics)
- NEP-MON-2018-05-21 (Monetary Economics)
- NEP-ORE-2018-05-21 (Operations Research)
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