Manzari Tavakoli, Zahra

[ 1 ] - Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change

In this study, for the first time, we model gasoline consumption behavior in Iran using the long-term memory model of the autoregressive fractionally integrated moving average and non-linear Markov-Switching regime change model. Initially, the long-term memory feature of the ARFIMA model is investigated using the data from 1927 to 2017. The results indicate that the time series studied has a lo...