Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques

DOI10.1002/ASMB.2189zbMath1420.91380OpenAlexW2497382441MaRDI QIDQ4620166

Luis A. Gil-Alana, Olaoluwa S. Yaya, Enitan A. Solademi

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2189

zbMATH Keywords

inflation Chebyshev polynomial structural breaks non-linearity fractional unit root

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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