Seasonal nonlinear long memory model for the US inflation rates

DOI10.1007/s10614-007-9116-0zbMath1136.91563MaRDI QIDQ928152

Mohamed Boutahar, Adnen Ben Nasr, Ahdi Noomen Ajmi

Publication date: 11 June 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-007-9116-0

zbMATH Keywords

Long memory; Seasonality; Smooth transition autoregression

Mathematics Subject Classification ID

91B84: Economic time series analysis

Uses Software

• partsm

Cites Work

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• Unemployment and Inflation Regimes