This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its …

and persistence, especially in the case of CPI. Since the two variables have different degrees of integration in each of …

This paper examines long-range dependence in the inflation rates of the G7 countries by estimating their (fractional …