Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty
Year of publication: |
2008
|
---|---|
Authors: | Jinquan, LIU ; Tingguo, ZHENG ; Jianli, SUI |
Published in: |
Frontiers of Economics in China. - Higher Education Press, ISSN 1673-3568. - Vol. 3.2008, 2, p. 240-254
|
Publisher: |
Higher Education Press |
Subject: | long memory | inflation rate | inflation uncertainty | ARFIMA-FIGARCH |
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