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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 |
| Appears in Collections: | Staff Publications |
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