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Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation - MaRDI portal

Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (Q3368298)

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Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
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    Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (English)
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    27 January 2006
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    long memory
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    common factors
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    fractional cointegration
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    Markov switching
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    core inflation
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    euro area
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