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Empirical causality between bigger banknotes and inflation

Franses, Philip Hans - In: Applied economics letters 13 (2006) 12, pp. 751-752

Persistent link: https://www.econbiz.de/10003385593

Long memory and level shifts : re-analyzing inflation rates

Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1998

A key application of long memory time series models concerns inflation. Long memory implies that shocks have a long-lasting effect. It may however be that empirical evidence for long memory is caused by neglecting one or more level shifts. Since such level shifts are not unlikely for inflation,...

Persistent link: https://www.econbiz.de/10011283465

Long memory and level shifts : re-analyzing inflation rates

Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1998

Persistent link: https://www.econbiz.de/10000984706

Long memory and level shifts : re-analyzing inflation rates

Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - In: Empirical economics : a journal of the Institute for … 24 (1999) 3, pp. 427-449

Persistent link: https://www.econbiz.de/10001413385

Forecasting annual inflation in Suriname

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - In: Journal of international financial markets, … 73 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012802134

Forecasting annual inflation in Suriname

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - 2019

Persistent link: https://www.econbiz.de/10012113890

On inflation expectations in the NKPC model

Franses, Philip Hans - In: Empirical economics : a journal of the Institute for … 57 (2019) 6, pp. 1853-1864

Persistent link: https://www.econbiz.de/10012215892

A comment on "on inflation expectations in the NKPC model"

Lanne, Markku; Luoto, Jani - In: Empirical economics : a journal of the Institute for … 57 (2019) 6, pp. 1865-1867

Persistent link: https://www.econbiz.de/10012215900

Model-based forecast adjustment : with an illustration to inflation

Franses, Philip Hans - 2018 - This version: March 2018

Persistent link: https://www.econbiz.de/10011823289

Long Memory and Level Shifts : Re-Analyzing Inflation Rates

Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1999

A key application of long memory time series models concerns inflation. Long memory implies that shocks have a long-lasting effect. It may however be that empirical evidence for long memory is caused by neglecting one or more level shifts. Since such level shifts are not unlikely for inflation,...

Persistent link: https://www.econbiz.de/10014184339

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