On the dynamics of international inflation

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 112
Issue: 2
Pages: 189-191

Authors (2)

Caggiano, Giovanni (Monash University) Castelnuovo, Efrem (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We investigate the dynamic properties of inflation in 20 OECD countries with a novel approach based on the autocorrelation function. We find evidence in favor of long memory and nonlinearity. Linear autoregressive models are shown to be misspecified.

Technical Details

RePEc Handle
repec:eee:ecolet:v:112:y:2011:i:2:p:189-191
Journal Field
General
Author Count
2
Added to Database
2026-01-25