Showing 1 - 10 of 221
This paper examines long-range dependence in the inflation rates of the G7 countries by estimating their (fractional …
Persistent link: https://www.econbiz.de/10012226769
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 …-Bretton Woods changes in UK inflation are attributable to a fall in the volatility of permanent shocks. …
Persistent link: https://www.econbiz.de/10011815117
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 …-Bretton Woods changes in UK inflation are attributable to a fall in the volatility of permanent shocks. …
Persistent link: https://www.econbiz.de/10011819378
inflation persistence in both the euro zone and the European Union as a whole (EU27). For this purpose a fractional integration … evidence of a significant increase in inflation persistence (especially in the case of the EU27, for which in addition to jumps …
Persistent link: https://www.econbiz.de/10013440452
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 …-Bretton Woods changes in UK inflation are attributable to a fall in the volatility of permanent shocks. …
Persistent link: https://www.econbiz.de/10011825108
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 …-Bretton Woods changes in UK inflation are attributable to a fall in the volatility of permanent shocks. …
Persistent link: https://www.econbiz.de/10011872025
inflation persistence in both the euro zone and the European Union as a whole (EU27). For this purpose a fractional integration … evidence of a significant increase in inflation persistence (especially in the case of the EU27, for which in addition to jumps …
Persistent link: https://www.econbiz.de/10013470330
, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …
Persistent link: https://www.econbiz.de/10011654595
, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …
Persistent link: https://www.econbiz.de/10011654734
Persistent link: https://www.econbiz.de/10012197424