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Long memory or structural changes: An empirical examination on inflation rates · Study

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ArticleLong memory or structural changes: An empirical examination on inflation rates

Chih-Chiang Hsu2005

Article2005

Long memory or structural changes: An empirical examination on inflation rates

Chih-Chiang Hsu

39 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1995Gaussian Semiparametric Estimation of Long Range Dependence 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model 1995Long Memory in Inflation Rates: International Evidence 2000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series 1999Long memory and level shifts: Re-analyzing inflation rates 2000The Multiple Change-Points Problem for the Spectral Distribution

Cited by

2006Simple (but effective) tests of long memory versus structural breaks 2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration 2012When long memory meets the Kalman filter: A comparative study 2014Time-Varying Persistence in US Inflation 2016Is inflation persistence different in reality?2009The impact of the European Monetary Union on inflation persistence in the Euro area 2009Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area

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Year2005

Typearticle

Published2005-05-18

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations39

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2005.02.017

openalex_workW2005368120

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