Seasonal nonlinear long memory model for the US inflation rates

Computational Economics

Volumn 31, Issue 3, 2008, Pages 243-254

  Ajmi, Ahdi Noomen ^a   Ben Nasr, Adnen ^a   Boutahar, Mohamed ^b  

^a UNIVERSITY OF TUNIS   (Tunisia)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Long memory; Seasonality; Smooth transition autoregression

Indexed keywords

EID: 42049123260     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-007-9116-0     Document Type: Article

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