A Bivariate ARFIMA-IGARCH-M Modelling of The Effects of Uncertainty On Inflation and Output Growth

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A bivariate ARFIMA-IGARCH-M modelling of the effects of uncertainty on inflation and output growth
Sang-Kuck, Chung
Seoul Journal of Economics; Spring 2002; 15, 1; ABI/INFORM Complete
pg. 79
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