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Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks

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Abstract:

This article investigates inflation in Mozambique using long-range dependence (LRD) techniques in monthly data from December 1995 to October 2012. Two important features of the data are analysed: persistence and seasonality, looking at aggregated and disaggregated data. The stability of the parameters across the sample is also investigated. The results indicate a high degree of persistence in the data along with a strong seasonal pattern. Policy implications are discussed.

Keywords: C22; Mozambique; inflation; long memory

Document Type: Research Article

DOI: http://dx.doi.org/10.1080/00036846.2014.907482

Affiliations: 1: Department of Economics and ICS-NCID, Edificio Biblioteca, Universidad de Navarra, Entrada Este, Pamplona, E-31080, Spain 2: Department of Economics, ISEG – Universidade Técnica de Lisboa, Lisboa, Portugal 3: IPED, University College, University of Texas at El Paso, El Paso, TX, 79968-0703, USA

Publication date: July 23, 2014

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