The 1 reference with contexts in paper Christopher F. Baum, John Barkoulas, Mustafa Caglayan (1996) “Persistence in International Inflation Rates” / RePEc:boc:bocoec:333

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Hosking, J. R. M. 1981. Fractional differencing.. 68:165176.
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    An explanation for this conflicting evidence was recently provided by modeling inflation rates as fractionally integrated processes. Using the fractional differencing model developed by Granger and Joyeux (1980),
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    Hosking (1981), and
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    Geweke and Porter-Hudak (1983), Baillie, Chung, and 4 Tieslau (1996) find strong evidence of long memory in the inflation rates for the Group of Seven (G7) countries (with the exception of Japan) and those of three high inflation countries: Argentina, Brazil, and Israel.

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    The stochastic process is both stationary and invertible if all roots ofandlie outside the unit circle and. The process is nonstationary for, as 7 t \b( )-( ) 0505 jjd< :d : it possesses infinite variance, i.e. see Granger and Joyeux (1980). 26 d;: d -k k k d;:-j n (0 0 5)= 0 () Assuming thatand,
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    Hosking (1981)
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    showed that the correlation function, , of an ARFIMA process is proportional to as. Consequently, the autocorrelations of the ARFIMA process decay hyperbolically to zero asin contrast to the faster, geometric decay of a stationary ARMA process.