Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
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Publication:3368402
DOI10.2202/1558-3708.1147zbMath1081.91574MaRDI QIDQ3368402
Christian Conrad, Menelaos Karanasos
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/10.2202/1558-3708.1147
inflation uncertainty; Euro area; Granger-causality tests; dual long memory; Central bank independence; monetary policy.
91B64: Macroeconomic theory (monetary models, models of taxation)
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