Change search
ReferencesLink to record
Permanent link

Direct link
Fractional integration of inflation rates: a note
Stockholm University, Faculty of Social Sciences, Department of Economics.
2009 (English)In: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 16, no 11, 1103-1105 p.Article in journal (Refereed) Published
Abstract [en]

This note studies the persistence of CPI inflation for 12 OECD countries. The fraction order of integration is estimated through the wavelet-OLS estimator of Jensen (1999). The results show that CPI inflation is characterized by mean reversion in the long run with finite variance.

Place, publisher, year, edition, pages
2009. Vol. 16, no 11, 1103-1105 p.
Keyword [en]
National Category
URN: urn:nbn:se:su:diva-59937DOI: 10.1080/13504850701335384ISI: 000267462800005OAI: diva2:432769
authorCount :1Available from: 2011-08-05 Created: 2011-08-02 Last updated: 2011-08-05Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text
By organisation
Department of Economics
In the same journal
Applied Economics Letters

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 11 hits
ReferencesLink to record
Permanent link

Direct link