Seasonal Nonlinear Long Memory Model for the US Inflation Rates
Ahdi Noomen Ajmi,
Adnen Ben Nasr () and
Computational Economics, 2008, vol. 31, issue 3, 243-254
Keywords: Long memory; Seasonality; Smooth transition autoregression; C22; C51; E31 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:kap:compec:v:31:y:2008:i:3:p:243-254
Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/10614/PS2
Access Statistics for this article
Computational Economics is currently edited by Hans Amman
More articles in Computational Economics from Springer, Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla ().