Structural breaks and long memory in US inflation rates: do they matter for forecasting?
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- Hyung, Namwon & Franses, Philip Hans & Penm, Jack, 2006. "Structural breaks and long memory in US inflation rates: Do they matter for forecasting?," Research in International Business and Finance, Elsevier, vol. 20(1), pages 95-110, March.
References listed on IDEAS
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Keywords
Long memory; Occasional breaks; US inflation rates; forecast performance;All these keywords.
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