Long Memory Inflationary Dynamics: The Case of Brazil

DOI10.2202/1558-3708.1157zbMath1080.91555OpenAlexW2004708427MaRDI QIDQ3368316

Mark J. Jensen, Valdério Anselmo Reisen, 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

waveletsmaximum likelihood estimationunit rootlong memorysmoothed periodograminflation inertiaperiodogram regressionFractional differencing

Mathematics Subject Classification ID

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

Related Items (3)

Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach ⋮ Using the hybrid Phillips curve with memory to forecast US inflation ⋮ Robust estimation in long-memory processes under additive outliers

This page was built for publication: Long Memory Inflationary Dynamics: The Case of Brazil