Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty

Jinquan Liu (), Tingguo Zheng () and Jianli Sui ()

Psychometrika, 2008, vol. 3, issue 2, 240-254

Keywords: long memory; inflation rate; inflation uncertainty; ARFIMA-FIGARCH; C22; E31; 长记忆性; 通货膨胀率; 通货膨胀不确定性; ARFIMA-FIGARCH (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11459-008-0011-y

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