Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques

DOI10.1002/ASMB.2189zbMATH Open1420.91380OpenAlexW2497382441MaRDI QIDQ4620166FDOQ4620166

Authors: Luis A. Gil-Alana, Olaoluwa S. Yaya, Enitan A. Solademi 

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2189

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zbMATH Keywords

structural breaksChebyshev polynomialinflationnon-linearityfractional unit root

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cited In (2)

• An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
• Testing for persistence change in fractionally integrated models: an application to world inflation rates

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