Iranian inflation: peristence and structural breaks View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2019-04

AUTHORS

Luis A. Gil-Alana, Yadollah Dadgar, Rouhollah Nazari

ABSTRACT

This paper investigates the behavior of the inflation rate in Iran for the time period 1992–2017 using fractional integration. The results indicate an extremely large degree of persistence in the series, with an order of integration of about 2. The consequences of such a degree of dependence are examined in the paper along with some suggestions to reduce it in the future. More... »

PAGES

398-408

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s12197-018-9446-x

DOI

http://dx.doi.org/10.1007/s12197-018-9446-x

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https://app.dimensions.ai/details/publication/pub.1106054501


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