Please use this identifier to cite or link to this item:
https://doi.org/10.1016/j.econlet.2004.11.004
DC Field | Value | |
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dc.title | Estimating memory parameter in the US inflation rate | |
dc.contributor.author | Lee, J. | |
dc.date.accessioned | 2011-05-03T08:08:26Z | |
dc.date.available | 2011-05-03T08:08:26Z | |
dc.date.issued | 2005 | |
dc.identifier.citation | Lee, J. (2005). Estimating memory parameter in the US inflation rate. Economics Letters 87 (2) : 207-210. ScholarBank@NUS Repository. https://doi.org/10.1016/j.econlet.2004.11.004 | |
dc.identifier.issn | 01651765 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/22312 | |
dc.description.abstract | We propose a new methodology using wavelet transformation to estimate the memory parameter in the US monthly inflation rate. Our results show that the series follows non-stationary process, which is not statistically different from I(1) process. © 2005 Elsevier B.V. All rights reserved. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.econlet.2004.11.004 | |
dc.source | Scopus | |
dc.subject | Long memory process | |
dc.subject | Wavelets | |
dc.type | Article | |
dc.contributor.department | ECONOMICS | |
dc.description.doi | 10.1016/j.econlet.2004.11.004 | |
dc.description.sourcetitle | Economics Letters | |
dc.description.volume | 87 | |
dc.description.issue | 2 | |
dc.description.page | 207-210 | |
dc.description.coden | ECLED | |
dc.identifier.isiut | 000229409800010 | |
Appears in Collections: | Staff Publications |
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