Seasonal Nonlinear Long Memory Model for the US Inflation Rates-Reference-Cited by-同舟云学术

Seasonal Nonlinear Long Memory Model for the US Inflation Rates

Published:2007-10-26 Issue:3 Volume:31 Page:243-254
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Ajmi Ahdi Noomen,Ben Nasr Adnen,Boutahar Mohamed

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s10614-007-9116-0.pdf

Reference27 articles.

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2. Baillie R.T. (1996). Long memory processes and fractional integration in econometrics. Journal of Econometrics 73, 5–59

3. Ben Aïssa M.S., Boutahar M., Jouini J. (2004). The Bai and Perron’s and spectral density methods for structural change detection in the US inflation process. Applied Economics Letters 11, 109–115

4. Beran J. (1995). Maximum likelihood estimation of the differencing parameter for invertible short and long memory autoregressive integrated moving average models. Journal of the Royal Statistical Society B 57, 659–672

5. Bos C., Franses P.H., Ooms M. (1999). Re-analyzing inflation rates: Evidence of long memory and level shifts. Empirical Economics 24, 427–449

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