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Iranian inflation: peristence and structural breaks

Autores: Gil Alaña, Luis Alberiko; Dadgar, Y. (Autor de correspondencia); Nazari, R.
Título de la revista: JOURNAL OF ECONOMICS AND FINANCE
ISSN: 1055-0925
Volumen: 43
Páginas: 398 - 408
Fecha de publicación: 2019
Resumen:
This paper investigates the behavior of the inflation rate in Iran for the time period 1992¿2017 using fractional integration. The results indicate an extremely large degree of persistence in the series, with an order of integration of about 2. The consequences of such a degree of dependence are examined in the paper along with some suggestions to reduce it in the future.
DOI: https://doi.org/10.1007/s12197-018-9446-x
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