Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/10176Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Caporale, GM | - |
| dc.contributor.author | Carcel, H | - |
| dc.contributor.author | Gil-Alana, LA | - |
| dc.date.accessioned | 2015-02-10T11:53:36Z | - |
| dc.date.available | 2015-03-24 | - |
| dc.date.available | 2015-02-10T11:53:36Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.citation | APPLIED ECONOMICS LETTERS, 22:5, pp. 421 - 424, 2015 | en_US |
| dc.identifier.issn | 1350-4851 | - |
| dc.identifier.uri | http://www.tandfonline.com/doi/abs/10.1080/13504851.2014.946181#.VNnw9XZFDL8 | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/10176 | - |
| dc.description.abstract | This paper estimates a fractional integration model with non-linear deterministic trends for the inflation rates of five African countries. The results indicate that non-linearities are present in the case of Angola and Lesotho, but not in Botswana, Namibia and South Africa. Moreover, the degrees of differentiation are higher in the latter group of countries. | en_US |
| dc.format.extent | 421 - 424 (4) | - |
| dc.format.extent | 421 - 424 (4) | - |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD | en_US |
| dc.subject | Social Sciences | en_US |
| dc.subject | Economics | en_US |
| dc.subject | Business & Economics | en_US |
| dc.subject | nonlinear models | en_US |
| dc.subject | Africa | en_US |
| dc.subject | fractional integration | en_US |
| dc.subject | E31 | en_US |
| dc.subject | C22 | en_US |
| dc.subject | MEMORY | en_US |
| dc.title | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1080/13504851.2014.946181 | - |
| dc.relation.isPartOf | APPLIED ECONOMICS LETTERS | - |
| dc.relation.isPartOf | APPLIED ECONOMICS LETTERS | - |
| pubs.issue | 5 | - |
| pubs.issue | 5 | - |
| pubs.publication-status | Accepted | - |
| pubs.publication-status | Accepted | - |
| pubs.volume | 22 | - |
| pubs.volume | 22 | - |
| pubs.organisational-data | /Brunel | - |
| pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division | - |
| pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division/College of Business, Arts and Social Sciences | - |
| pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division/College of Business, Arts and Social Sciences/Dept of Economics and Finance | - |
| pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division/College of Business, Arts and Social Sciences/Dept of Economics and Finance/Economics and Finance | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Brunel Institute for Ageing Studies | - |
| Appears in Collections: | Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.doc | 92 kB | Microsoft Word | View/Open |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.