Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/10176
Title: Modelling African inflation rates: nonlinear deterministic terms and long-range dependence
Authors: Caporale, GM
Carcel, H
Gil-Alana, LA
Keywords: Social Sciences;Economics;Business & Economics;nonlinear models;Africa;fractional integration;E31;C22;MEMORY
Issue Date: 2015
Publisher: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Citation: APPLIED ECONOMICS LETTERS, 22:5, pp. 421 - 424, 2015
Abstract: This paper estimates a fractional integration model with non-linear deterministic trends for the inflation rates of five African countries. The results indicate that non-linearities are present in the case of Angola and Lesotho, but not in Botswana, Namibia and South Africa. Moreover, the degrees of differentiation are higher in the latter group of countries.
URI: http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.946181#.VNnw9XZFDL8
http://bura.brunel.ac.uk/handle/2438/10176
DOI: http://dx.doi.org/10.1080/13504851.2014.946181
ISSN: 1350-4851
Appears in Collections:Dept of Economics and Finance Research Papers

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