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• Richard T. Baillie

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Paper provided by Tilburg - Center for Economic Research in its series Papers with number 9246.

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Length: 29 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:fth:tilbur:9246

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Keywords: inflation ; econometrics ; economic models;

Cited by:
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1. Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics. [Downloadable!]
   Other versions:
   • Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, EconWPA, revised 11 Jul 1995. [Downloadable!]
   • Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169. [Downloadable!] (restricted)
2. R. Tschernig, . "Long Memory in Foreign Exchange Rates Revisited," Sonderforschungsbereich 373 1994-46, Humboldt Universitaet Berlin.
3. Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

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This page was last updated on 2009-10-24.