Browsing Faculty of Science and Agriculture by Subject "Structural breaks"

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Empirical analysis of inflation dynamics : evidence from Ghana and South Africa

Boateng, Alexander (2017)

Using the ARFIMA (autoregressive and fractionally integrated moving aver age) model extended with sGARCH (standard generalised autoregressive con ditional heteroscedasticity) and ’gjrGARCH (Glosten-Jagannathan-Runkle gen ...