| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9549281 | Economics Letters | 2005 | 4 Pages |
Abstract
We propose a new methodology using wavelet transformation to estimate the memory parameter in the US monthly inflation rate. Our results show that the series follows non-stationary process, which is not statistically different from I(1) process.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jin Lee,