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Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty

Liu, Jinquan; Zheng, Tingguo; Sui, Jianli - In: Psychometrika 3 (2008) 2, pp. 240-254

Persistent link: https://www.econbiz.de/10005166411

Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty

Jinquan, LIU; Tingguo, ZHENG; Jianli, SUI - In: Frontiers of Economics in China 3 (2008) 2, pp. 240-254

This paper uses the ARFIMA-FIGARCH model to investigate the China¡¯s monthly inflation rate from January 1983 to October 2005. It is found that both first moment and second moment of inflation have remarkable long memory, indicating the existence of long memory properties in both inflation...

Persistent link: https://www.econbiz.de/10010934378

Monetary and macroprudential policies, output, prices, and financial stability

Sui, Jianli; Liu, Biying; Li, Zhigang; Zhang, Chengping - In: International review of economics & finance : IREF 78 (2022), pp. 212-233

Persistent link: https://www.econbiz.de/10013334564

Towards low-carbon agricultural production : evidence from China's main grain-producing areas

Sui, Jianli; Lv, Wenqiang; Xie, Huailing; Xu, Xiaodong - In: Finance research letters 60 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014490438

Risk and fluctuation of Chinese economic growth

Liu, Jinquan; Wang, Dayong - In: Economist (2004), pp. 135-139

Persistent link: https://www.econbiz.de/10003388579

Discussion on the basic trends and fluctuation characteristics of China's new economic cycle

Liu, Jinquan; Xiang, Wu - In: The China economy yearbook : analysis and forecast of … 4 (2010), pp. 255-265

Persistent link: https://www.econbiz.de/10008656191

Evidence on the effects of money growth on inflation with regime switching

Liu, Jinquan; Pang, Chunyang - In: China & world economy 19 (2011) 6, pp. 19-36

Persistent link: https://www.econbiz.de/10009408535

Financial sequence prediction based on swarm intelligence algorithms of Internet of Things

Liu, Jinquan; Wei, Yupin; Xu, Hongzhen - In: Computational economics 59 (2022) 4, pp. 1465-1480

Persistent link: https://www.econbiz.de/10013261845

An empirical test of the environmental Kuznets curve in China : a panel cointegration approach

Song, Tao; Zheng, Tingguo; Tong, Lianjun - In: China economic review : an international journal 19 (2008) 3, pp. 381-392

Persistent link: https://www.econbiz.de/10003777545

Business cycle asymmetry in China : evidence from Friedman's plucking model

Zheng, Tingguo; Teng, Yujuan; Song, Tao - In: China & world economy 18 (2010) 4, pp. 103-120

Persistent link: https://www.econbiz.de/10003997998