| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5083900 | International Review of Economics & Finance | 2012 | 11 Pages |
Abstract
⺠Inflation data for 35 African countries are nonstationary. ⺠Non-linear ESTAR-type unit root tests are used. ⺠We find both symmetric and asymmetric adjustments. ⺠Linear and nonlinear unit root tests are important to capture individual nuances. ⺠Evidence of cointegration is shown.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Augustine C. Arize, John Malindretos,