Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
نویسندگان
چکیده
منابع مشابه
Seasonal and Periodic Long Memory Models in the Inflation Rates
This paper considers the application of long memory processes to describe inflation with seasonal behaviour. We use three different long memory models taking into account the seasonal pattern in the data. Namely, the ARFIMA model with deterministic seasonality, the ARFISMA model, and the periodic ARFIMA (PARFIMA) model. These models are used to describe the inflation rates of four different cou...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2017
ISSN: 2225-1146
DOI: 10.3390/econometrics5040048