Inflation in South Africa. A long memory approach

Luis Gil-Alana

Economics Letters, 2011, vol. 111, issue 3, 207-209

Abstract: This paper deals with the analysis of the inflation rate in South Africa for the time period 1970M1-2008M12. We use long range dependence techniques and the results show that inflation in this country is a covariance stationary process with long range dependence, with an order of integration ranging in the interval (0, 0.5). Policy implications are derived.

Keywords: Inflation; South; Africa; Long; range; dependence (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:111:y:2011:i:3:p:207-209

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