Long Memory Inflationary Dynamics: The Case of Brazil

DOI10.2202/1558-3708.1157MaRDI QIDQ3368316zbMATH OpenOpenAlexFDO

Authors Valdério Anselmo Reisen, Mark J. Jensen, Francisco Cribari-Neto

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=1473&context=facpub

zbMATH Keywords

Fractional differencinginflation inertialong memorymaximum likelihood estimationperiodogram regressionsmoothed periodogramunit rootwavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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(6)

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• Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach
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• Inflation, Money Growth, and I(2) Analysis
• EXPLORING TWO INFLATIONARY REGIMES IN LATIN-AMERICAN ECONOMIES: A BINARY TIME SERIES ANALYSIS
• \textit{In der Welle des Preises mitschwimmen}: a multichannel view of the Weimar hyperinflation

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