Inflation in the G7 Countries: Persistence and Structural Breaks
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- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022. "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 493-506, July.
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More about this item
Keywords
inflation rates; G7; persistence; long memory; long-range dependence;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2020-07-27 (Central Banking)
- NEP-EEC-2020-07-27 (European Economics)
- NEP-MAC-2020-07-27 (Macroeconomics)
- NEP-MON-2020-07-27 (Monetary Economics)
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