Seasonal nonlinear long memory model for the US inflation rates

DOI10.1007/s10614-007-9116-0zbMath1136.91563OpenAlexW2147221862MaRDI QIDQ928152

Mohamed Boutahar, Adnen Ben Nasr, Ahdi Noomen Ajmi

Publication date: 11 June 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-007-9116-0

zbMATH Keywords

Long memorySeasonalitySmooth transition autoregression

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

Behaviour of skewness, kurtosis and normality tests in long memory data ⋮ Fractionally integrated time varying GARCH model

Uses Software

• partsm

Cites Work

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• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Unemployment and Inflation Regimes

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