Long Memory Processes and Chronic Inflation: Detecting Homogeneous Components in a Linear Rational Expectation Model
January 1, 1994
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Format: Chicago
Summary
Subject: Economic theory, Fiscal policy, Hyperinflation, Inflation, Monetary base, Money, Prices, Rational expectations
Keywords: ARFIMA process, Consumer price price level, Hyperinflation, Inflation, Inflation expectation, Model ARFIMA, Monetary base, Money supply, Present value, Price level, Rational expectations, Stochastic process, WP
Publication Details
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Pages:
66
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 1994/002
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Stock No:
WPIEA0021994
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ISBN:
9781451841695
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ISSN:
1018-5941