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Author = Teleblou, Reza

Number of Articles: 1
Dynamics of Inflation and Inflation Uncertainty Using ARFIMA- GARCH Model

Teymour Mohammadi; Reza Teleblou

Volume 10, Issue 36 , April 2010, , Pages 137-170

Abstract
  In this paper, we study inflation dynamics and then examine the relation of inflation and inflation uncertainty. At first, for filtering of predictable term of inflation series, we used time series model. In this way, some test like ADF, PP, KPSS were also used.  The results show that integration ...  Read More