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 …

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 …

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 …

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 …