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How Persistent is Disaggregate Inflation? An Analysis Across EU 15 Countries and Hicp Sub-Indices
14 references·11 citing·50 second hop
How Persistent is Disaggregate Inflation? An Analysis Across EU 15 Countries and Hicp Sub-Indices (2004)How Persistent is Disaggregate Inflation?…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Euro area inflation persistence (2006)Euro area inflation persisten…Disaggregate evidence on the persistence of consumer price inflation (2006)Disaggregate evidence on the …Has Euro-Area Inflation Persistence Changed Over Time? (2005)Has Euro-Area Inflation Persi…Inflation Persistence: Facts or Artefacts? (2004)Inflation Persistence: Facts …Contemporaneous aggregation of linear dynamic models in large economies (2003)Contemporaneous aggregation o…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…NBER Macroeconomics Annual 2001 (2002)NBER Macroeconomics Annual 20…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Long Memory and Aggregation in Macroeconomic Time Series (1998)Long Memory and Aggregation i…Approximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (1993)Exactly Median-Unbiased Estim…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…Inflation interdependence in advanced economies (2019)Inflation interdependence in …A Suite of Inflation Forecasting Models (2017)A Suite of Inflation Forecast…Inflation Targeting and Regional Inflation Persistence: Evidence from Korea (2013)Inflation Targeting and Regio…Regional Inflation Persistence: Evidence from Italy (2010)Regional Inflation Persistenc…Price setting and market structure: an empirical analysis of micro data in Slovakia (2009)Price setting and market stru…Inflation persistence in the Franc zone: Evidence from disaggregated prices (2009)Inflation persistence in the …Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation? 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this work references cited by second hop

References

  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 2005Has Euro-Area Inflation Persistence Changed Over Time?197 cited
  • 2003Contemporaneous aggregation of linear dynamic models in large economies189 cited
  • 1998Long Memory and Aggregation in Macroeconomic Time Series186 cited
  • 2006Euro area inflation persistence129 cited
  • 2006Disaggregate evidence on the persistence of consumer price inflation109 cited
  • 2004Inflation Persistence: Facts or Artefacts?109 cited
  • 2002NBER Macroeconomics Annual 200167 cited

Cited by

  • 2007Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation?47 cited

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  • 2005Consumer Price Behaviour in Luxembourg: Evidence from Micro CPI Data37 cited
  • 2017A Suite of Inflation Forecasting Models35 cited
  • 2010Regional Inflation Persistence: Evidence from Italy32 cited
  • 2006Female labour force participation in Greece: developments and determining factors31 cited
  • 2009Inflation persistence in the Franc zone: Evidence from disaggregated prices29 cited
  • 2005Regulated and Services' Prices and Inflation Persistence27 cited
  • 2006Price Setting Behaviour: Micro Evidence on Slovakia23 cited
  • 2009Price setting and market structure: an empirical analysis of micro data in Slovakia18 cited
  • 2019Inflation interdependence in advanced economies15 cited
  • 2013Inflation Targeting and Regional Inflation Persistence: Evidence from Korea14 cited