Dynamics of persistence in international inflation rates

Journal of Money, Credit and Banking

Volumn 39, Issue 6, 2007, Pages 1457-1479

  Kumar, Manmohan S ^a   Okimoto, Tatsuyoshi ^b  

^a INTERNATIONAL MONETARY FUND   (United States)

^b YOKOHAMA NATIONAL UNIVERSITY   (Japan)

Author keywords

Fractional integration; Inflation persistence; Long memory; Rolling window estimation

Indexed keywords

EID: 34548364197     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2007.00074.x     Document Type: Article

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