Inflation in South Africa. A long memory approach

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 111
Issue: 3
Pages: 207-209

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This paper deals with the analysis of the inflation rate in South Africa for the time period 1970M1-2008M12. We use long range dependence techniques and the results show that inflation in this country is a covariance stationary process with long range dependence, with an order of integration ranging in the interval (0, 0.5). Policy implications are derived.

Technical Details

RePEc Handle
repec:eee:ecolet:v:111:y:2011:i:3:p:207-209
Journal Field
General
Author Count
1
Added to Database
2026-01-25