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Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
Conrad, Christian; Karanasos, Menelaos - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 4
This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in inflation and its uncertainty using a dual long memory process. We also investigate the possible...
Persistent link: https://www.econbiz.de/10014620888
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Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
Conrad, Christian; Karanasos, Menelaos - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 4, pp. 1147-1147
This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in inflation and its uncertainty using a dual long memory process. We also investigate the possible...
Persistent link: https://www.econbiz.de/10005246297
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Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
Conrad, Christian; Karanasos, Menelaos - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 4, pp. 1147-1147
This paper analyzes the inflation dynamics of several countries belonging to the European Monetary Union and of the UK. We estimate the two main parameters driving the degree of persistence in inflation and its uncertainty using a dual long memory process. We also investigate the possible...
Persistent link: https://www.econbiz.de/10004966149