Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation

DOI10.2202/1558-3708.1092zbMath1080.91554OpenAlexW3121928977MaRDI QIDQ3368298

Claudio Morana

Publication date: 27 January 2006

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

Full work available at URL: https://doi.org/10.2202/1558-3708.1092

zbMATH Keywords

long memoryMarkov switchingfractional cointegrationcommon factorscore inflationeuro area

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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