Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate

Empirical Economics

Volumn 30, Issue 1, 2005, Pages 193-207

  Gil Alana, Luis A ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Fractional integration; Long memory

Indexed keywords

INFLATION; METHODOLOGY;

BRAZIL; SOUTH AMERICA; WESTERN HEMISPHERE; WORLD;

EID: 17444365080     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-004-0228-2     Document Type: Article

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