Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks

Luis Gil-Alana, Carlos Barros and Joao Faria

Applied Economics, 2014, vol. 46, issue 21, 2545-2555

Abstract: This article investigates inflation in Mozambique using long-range dependence (LRD) techniques in monthly data from December 1995 to October 2012. Two important features of the data are analysed: persistence and seasonality, looking at aggregated and disaggregated data. The stability of the parameters across the sample is also investigated. The results indicate a high degree of persistence in the data along with a strong seasonal pattern. Policy implications are discussed.

Date: 2014
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DOI: 10.1080/00036846.2014.907482

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