Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence

Author:

Oloko Tirimisiyu F.ORCID,Ogbonna Ahamuefula E.,Adedeji Abdulfatai A.ORCID,Lakhani NomanORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference48 articles.

1. Gold prices and the cryptocurrencies: evidence of convergence and cointegration;Adebola;Physica A,2019

2. Inflation persistence and monetary policy: a simple result;Amano;Econ. Lett.,2007

3. Approximately median-unbiased estimation of autoregressive models;Andrews;J. Bus. Econ. Stat.,1994

4. Is inflation persistence different in reality?;Antonakakis;Econ. Lett.,2016

5. Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016;Aye;Resour. Pol.,2017

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