A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
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DOI: 10.1016/j.econmod.2019.07.024
Abstract: Abstract This study seeks to test for inflation persistence in Nigeria using the recently developed fractional cointegration VAR model by Johansen and Nielsen (2012) and complemented with univariate fractional integration techniques. The empirical results suggest… read more here.
Keywords: persistence nigeria; inflation persistence; fractional cointegration; inflation ... See more keywords