Title:Forecasting inflation uncertainty in the G7 countries Author(s):SEGNON, Mawuli; BEKIROS, Stelios D.; WILFLING, BerndDate:2018Citation:
- Econometrics, 2018, Vol. 6, No. 2, (23)
Type:ArticleAbstract:There is substantial evidence that inflation rates are characterized by long memory and nonlinearities. In this paper, we introduce a long-memory Smooth Transition AutoRegressive Fractionally Integrated Moving Average-Markov ...