Persistence in inflation: Does aggregation cause long memory?

Emerging Markets Finance and Trade

Volumn 40, Issue 5, 2004, Pages 25-56

  Balcilar, Mehmet ^a,b  

^a KYRGYZ TURKISH MANAS UNIVERSITY   (Kyrgyzstan)

^b CUKUROVA UNIVERSITY   (Turkey)

Author keywords

Aggregation; Fractional differencing; Inertia; Inflation; Long memory models; Persistence

Indexed keywords

EID: 7044246119     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1540496x.2004.11052583     Document Type: Conference Paper

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