Showing 1 - 10 of 333
A key application of long memory time series models concerns inflation. Long memory implies that shocks have a long … such level shifts are not unlikely for inflation, where the shifts may be caused by sudden oil price shocks, we examine … whether evidence for long memory (indicated by the relevance of an ARFIMA model) in G7 inflation rates is spurious or …
Persistent link: https://www.econbiz.de/10014184339
Persistent link: https://www.econbiz.de/10012215892
Persistent link: https://www.econbiz.de/10012215900
Persistent link: https://www.econbiz.de/10012113890
Persistent link: https://www.econbiz.de/10012802134
For many developing countries, historical inflation figures are rarely available. We propose a simple method that aims … to recover such figures of inflation using prices of postage stamps issued in earlier years. We illustrate our method for … Suriname, where annual inflation rates are available for 1961 until 2015, and where fluctuations in inflation rates are …
Persistent link: https://www.econbiz.de/10011854870
For many developing countries, historical inflation figures are rarely available. We propose a simple method that aims … to recover such figures of inflation using prices of postage stamps issued in earlier years. We illustrate our method for … Suriname, where annual inflation rates are available for 1961 until 2015, and where fluctuations in inflation rates are …
Persistent link: https://www.econbiz.de/10012610987
A key application of long memory time series models concerns inflation. Long memory implies that shocks have a long … such level shifts are not unlikely for inflation, where the shifts may be caused by sudden oil price shocks, we examine … whether evidence for long memory (indicated by the relevance of an ARFIMA model) in G7 inflation rates is spurious or …
Persistent link: https://www.econbiz.de/10005612952
__Abstract__ This paper puts forward a new data collection method to measure daily consumer confidence at the individual level. The data thus obtained allow to statistically analyze the dynamic correlation of such a consumer confidence indicator and to draw inference on transition rates. The...
Persistent link: https://www.econbiz.de/10011185630
We analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlands and we focus on the degree of deterministic seasonality in these series. We document that the data show most such deterministic seasonality for their first release vintage and for the last available...
Persistent link: https://www.econbiz.de/10010731710