EconPapers    
Economics at your fingertips  
 

Modelling African inflation rates: nonlinear deterministic terms and long-range dependence

Guglielmo Maria Caporale, Hector Carcel and Luis Gil-Alana

Applied Economics Letters, 2015, vol. 22, issue 5, 421-424

Abstract: This article estimates a fractional integration model with nonlinear deterministic trends for the inflation rates of five African countries. The results indicate that nonlinearities are present in the case of Angola and Lesotho, but not in the case of Botswana, Namibia and South Africa. Moreover, the degrees of differentiation are higher in the latter group of countries.

Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://hdl.handle.net/10.1080/13504851.2014.946181 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:22:y:2015:i:5:p:421-424

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504851.2014.946181

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-05-16
Handle: RePEc:taf:apeclt:v:22:y:2015:i:5:p:421-424