Similar Search Results

Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation

Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 3

In this paper we introduce a new common long memory factor model. The model allows to estimate the common persistent component in fractionally cointegrated processes. We find evidence of cobreaking and fractional cointegration in excess nominal money growth and inflation in the euro area, and...

Persistent link: https://www.econbiz.de/10014620861

Erratum

Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2003) 3

This note corrects some typographical errors in my earlier manuscript.

Persistent link: https://www.econbiz.de/10014620886

Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation

Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 3, pp. 1092-1092

Persistent link: https://www.econbiz.de/10005751393

Erratum

Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2003) 3, pp. 1143-1143

This note corrects some typographical errors in my earlier manuscript.

Persistent link: https://www.econbiz.de/10005584879

Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation

Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2007) 3, pp. 1092-1092

Persistent link: https://www.econbiz.de/10004966094

Erratum

Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2007) 3, pp. 1143-1143

This note corrects some typographical errors in my earlier manuscript.

Persistent link: https://www.econbiz.de/10004966173