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• W2106739300 abstract "We consider an extension of the fractionally integrated ARIMA(0, d, 0) model for quarterly UK inflation, where we allow the fractional integration parameter d to vary with the season s. This periodic ARFIMA(0, d, 0) model does not only provide an informative in-sample description, it may also be useful for out-of-sample forecasting. The main result is that the integration parameter in the first two quarters is significantly larger than that in the last two quarters." @default.
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• W2106739300 date "1997-03-01" @default.
• W2106739300 modified "2023-09-27" @default.
• W2106739300 title "A periodic long-memory model for quarterly UK inflation" @default.
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• W2106739300 doi "https://doi.org/10.1016/s0169-2070(96)00715-7" @default.
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