Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (Q3368298)
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English | Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation |
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Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (English)
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27 January 2006
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long memory
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common factors
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fractional cointegration
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Markov switching
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core inflation
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euro area
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