Multi-Factor Gegenbauer processes and European inflation rates
Year of publication: |
2009
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Inflationsrate | Zeitreihenanalyse | Faktorenanalyse | Stochastischer Prozess | Theorie | Frankreich | Italien | Großbritannien | fractional integration | long memory | inflation |
Series: | CESifo Working Paper ; 2648 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 603335861 [GVK] hdl:10419/30450 [Handle] |
Classification: | C22 - Time-Series Models ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
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Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria, (2009)
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Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria, (2009)
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Multi-Factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria, (2009)
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