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Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks

Gil-Alana, Luis Alberiko ; Barros, Carlos ; Faria, Joao Ricardo

Applied Economics, 23 July 2014, Vol.46(21), pp.2545-2555 [Peer Reviewed Journal]

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Title:
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks
Author: Gil-Alana, Luis Alberiko ; Barros, Carlos ; Faria, Joao Ricardo
Subjects: Mozambique ; Inflation ; Long Memory ; Economics
Is Part Of: Applied Economics, 23 July 2014, Vol.46(21), pp.2545-2555
Description: This article investigates inflation in Mozambique using long-range dependence (LRD) techniques in monthly data from December 1995 to October 2012. Two important features of the data are analysed: persistence and seasonality, looking at aggregated and disaggregated data. The stability of the...
Language: English
Identifier: ISSN: 0003-6846 ; E-ISSN: 1466-4283 ; DOI: 10.1080/00036846.2014.907482

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