time series driven by expectation relationships. We consider inflation data on the G7 countries to illustrate these results. …

Time series analysis of Nigerian monthly Inflation Rates (INFL) Data is done. It is observed that it is seasonal. Based … forecasts are obtained on the basis of it. These forecasts are shown to agree closely with the observations. -- inflation rate …

This paper considers the application of long memory processes to describe inflation with seasonal behaviour. We use … inflation rates of four different countries, USA, Canada, Tunisia, and South Africa. The analysis is carried out using the … persistence is a common feature for inflation series. Note that neglecting the existence of additive outliers may possibly biased …

It has been argued that economies with more independent central banks experience lower inflation over time. In this … the inflation rate dynamics. Second, we implement a panel data analysis. We find evidence that legislative reforms that … modify the degree of independence of a central bank have a strong impact on the inflation rate dynamics. Moreover, underlying …