Iranian inflation: peristence and structural breaks

Luis Gil-Alana, Yadollah Dadgar () and Rouhollah Nazari
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Yadollah Dadgar: Beheshty University
Rouhollah Nazari: Ferdowsi University

Journal of Economics and Finance, 2019, vol. 43, issue 2, No 11, 398-408

Abstract: Abstract This paper investigates the behavior of the inflation rate in Iran for the time period 1992–2017 using fractional integration. The results indicate an extremely large degree of persistence in the series, with an order of integration of about 2. The consequences of such a degree of dependence are examined in the paper along with some suggestions to reduce it in the future.

Keywords: Inflation rate; Iranian economy, Persistence, Structural breaks (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s12197-018-9446-x

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