Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone

Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone

This paper deals with the analysis of the persistence in the Harmonized Indices of Consumer Prices in France, Germany, Italy, and Spain. The degree of persistence is measured through fractional integration or I (d) techniques, using monthly data from January 2010 to February 2023. We first conducted...

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Bibliographic Details
Main Authors: Raquel Ayestarán, Juan Infante, Juan José Tenorio, Luis Alberiko Gil-Alana
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Mathematics
Subjects:
Euro area
inflation rates
long memory
fractional integration
time trends
Online Access:https://www.mdpi.com/2227-7390/11/10/2365

Internet

https://www.mdpi.com/2227-7390/11/10/2365

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