Long Memory Inflationary Dynamics: The Case of Brazil
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Publication:3368316
DOI10.2202/1558-3708.1157zbMath1080.91555MaRDI QIDQ3368316
Valdério Anselmo Reisen, Francisco Cribari-Neto, Mark J. Jensen
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
wavelets; maximum likelihood estimation; unit root; long memory; smoothed periodogram; inflation inertia; periodogram regression; Fractional differencing
62P20: Applications of statistics to economics
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
91B64: Macroeconomic theory (monetary models, models of taxation)
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