Browsing Economía by Subject "Fractional integration"
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Some Long-Run Correlations of Inflation in Developed Countries
(Pontificia Universidad Católica del PerúPE, 2022-08-01)Using 100+ years of data from 18 developed countries, we use a frequency domain technique to compute “long-run” correlations between inflation on the one hand and money growth and nominal interest rates on the other. The ...