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

DOI10.1002/ASMB.2189MaRDI QIDQ4620166zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

structural breaksChebyshev polynomialinflationnon-linearityfractional unit root

Mathematics Subject Classification ID

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

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