CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY

CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY

Bibliographic Details
Main Authors: O. S. Yaya, O. J. Akintande, A. E. Ogbonna, H. M. Adegoke
Format: Article
Language:English
Published: Exeley Inc. 2019-09-01
Series:Statistics in Transition
Subjects:
Africa
Fractional Integration
Inflation Rate
Mean Reversion
Nonlinear Trend
Structural Break. JEL: 22.
Online Access:https://www.exeley.com/exeley/journals/statistics_in_transition/20/3/pdf/10.21307_stattrans-2019-027.pdf
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spelling doaj-1571c698a38249c2ba1a784bea5ce5ba2020-11-25T01:28:39ZengExeley Inc.Statistics in Transition1234-76552450-02912019-09-0120310.21307/stattrans-2019-027CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITYO. S. Yaya0O. J. Akintande1A. E. Ogbonna2H. M. Adegoke3Economic and Financial Statistics Unit, Department of Statistics, University of Ibadan, NigeriaLaboratory for Interdisciplinary Statistical Analysis, Department of Statistics, University of Ibadan, NigeriaCentre for Econometric and Allied Research, University of IbadanEconomic and Financial Statistics Unit, Department of Statistics, University of Ibadan, Nigeriahttps://www.exeley.com/exeley/journals/statistics_in_transition/20/3/pdf/10.21307_stattrans-2019-027.pdfAfricaFractional IntegrationInflation RateMean ReversionNonlinear TrendStructural Break. JEL: 22.
collection DOAJ
language English
format Article
sources DOAJ
author O. S. Yaya
O. J. Akintande
A. E. Ogbonna
H. M. Adegoke
spellingShingle O. S. Yaya
O. J. Akintande
A. E. Ogbonna
H. M. Adegoke
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
Statistics in Transition
Africa
Fractional Integration
Inflation Rate
Mean Reversion
Nonlinear Trend
Structural Break. JEL: 22.
author_facet O. S. Yaya
O. J. Akintande
A. E. Ogbonna
H. M. Adegoke
author_sort O. S. Yaya
title CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
title_short CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
title_full CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
title_fullStr CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
title_full_unstemmed CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
title_sort cpi inflation in africa: fractional persistence, mean reversion and nonlinearity
publisher Exeley Inc.
series Statistics in Transition
issn 1234-7655
2450-0291
publishDate 2019-09-01
topic Africa
Fractional Integration
Inflation Rate
Mean Reversion
Nonlinear Trend
Structural Break. JEL: 22.
url https://www.exeley.com/exeley/journals/statistics_in_transition/20/3/pdf/10.21307_stattrans-2019-027.pdf
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AT ojakintande cpiinflationinafricafractionalpersistencemeanreversionandnonlinearity
AT aeogbonna cpiinflationinafricafractionalpersistencemeanreversionandnonlinearity
AT hmadegoke cpiinflationinafricafractionalpersistencemeanreversionandnonlinearity
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