Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks

C-Tier
Journal: Applied Economics
Year: 2014
Volume: 46
Issue: 21
Pages: 2545-2555

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article investigates inflation in Mozambique using long-range dependence (LRD) techniques in monthly data from December 1995 to October 2012. Two important features of the data are analysed: persistence and seasonality, looking at aggregated and disaggregated data. The stability of the parameters across the sample is also investigated. The results indicate a high degree of persistence in the data along with a strong seasonal pattern. Policy implications are discussed.

Technical Details

RePEc Handle
repec:taf:applec:v:46:y:2014:i:21:p:2545-2555
Journal Field
General
Author Count
3
Added to Database
2026-01-24