Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.econlet.2004.11.004
Title: Estimating memory parameter in the US inflation rate
Authors: Lee, J. 
Keywords: Long memory process
Wavelets
Issue Date: 2005
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
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.
Source Title: Economics Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/22312
ISSN: 01651765
DOI: 10.1016/j.econlet.2004.11.004
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