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- W2165372008 abstract "Using an ARFIMA model made of an Markov-switching fractional differencing parameter, we find that sudden oil price shocks are important in shaping the paths of U.S. inflation. The estimation results also support that U.S. inflation is a mean-reverting long memory process." @default.
- W2165372008 created "2016-06-24" @default.
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- W2165372008 date "2008-01-01" @default.
- W2165372008 modified "2023-09-27" @default.
- W2165372008 title "Analysing Inflation by the ARFIMA Model with Markov-Switching Fractional Differencing Parameter" @default.
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