Long Memory and Level Shifts: Re-Analyzing Inflation Rates

Empirical Economics - Germany
doi 10.1007/s001810050065
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Do Expected Shifts in Inflation Policy Affect Real Rates?

1992English

Estimation of the Long-Memory Stochastic Volatility Model Parameters That Is Robust to Level Shifts and Deterministic Trends

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2013English

Interest Rates and Inflation

2001English

Low-For-Long Interest Rates and Portfolio Shifts in Advanced Foreign Economies

IFDP Notes
2016English

An Empirical Note About Estimation and Forecasting Latin American Forex Returns Volatility: The Role of Long Memory and Random Level Shifts Components

Portuguese Economic Journal
EconomicsEconometricsFinance
2019English

Re-Examining Inflation and Inflation Uncertainty in Developed and Emerging Countries

Economics Letters
EconomicsFinanceEconometrics
2005English

Evidence for Long-Term Memory in Sea Level

Geophysical Research Letters
EarthPlanetary SciencesGeophysics
2014English

Inflation Expectations and Regime Shifts in the Euro Area

SSRN Electronic Journal
2007English

Analyzing Indian Farmer Suicide Rates

Proceedings of the National Academy of Sciences of the United States of America
Multidisciplinary
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy