Inflation co-movement dynamics : a cross-country investigation using a continuous wavelet approach
Year of publication: |
2021
|
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Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Gil-Alaña, Luis A. ; Abakah, Moses Kenneth |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 12, Art.-No. 613, p. 1-43
|
Subject: | inflation rates | co-movement | wavelets | time frequency | Africa | Zustandsraummodell | State space model | Inflation | Afrika | Inflationsrate | Inflation rate | Zeitreihenanalyse | Time series analysis | Konjunkturzusammenhang | Business cycle synchronization | Inflationskonvergenz | Inflation convergence | Korrelation | Correlation | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14120613 [DOI] hdl:10419/258716 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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