Long memory or structural changes: An empirical examination on inflation rates

研究成果: 雜誌貢獻期刊論文同行評審

24 引文 斯高帕斯(Scopus)

摘要

The modified local Whittle method is proposed for testing long memory when the data have structural changes. We apply it to analyze monthly G7 inflation rates. Empirical results show that for Germany and Japan, the long-memory phenomenon may just be a consequence of structural changes, and that for other countries, the inflation rates may have both long memory and structural changes.

原文???core.languages.en_GB???
頁(從 - 到)289-294
頁數6
期刊Economics Letters
88
發行號2
DOIs
出版狀態已出版 - 8月 2005

指紋

深入研究「Long memory or structural changes: An empirical examination on inflation rates」主題。共同形成了獨特的指紋。

引用此