Structural breaks and long memory in US inflation rates: do they matter for forecasting?
Year of publication: |
2001-04-12
|
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Authors: | Hyung, N. ; Franses, Ph.H.B.F. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | Occasional breaks | Long memory | US inflation rates | forecast performance |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2001-13 |
Source: |
-
Structural breaks and long memory in US inflation rates: do they matter for forecasting?
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