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The dynamics of persistence in US inflation
16 references·2 citing·48 second hopsampled
The dynamics of persistence in US inflation (2009)The dynamics of persistence in US inflati…Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Investigating Inflation Persistence Across Monetary Regimes* (2008)Investigating Inflation Persi…The Rise and Fall of U.S. Inflation Persistence (2007)The Rise and Fall of U.S. Inf…Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty (2007)Rethinking the Role of NAIRU …Dynamics of Persistence in International Inflation Rates (2007)Dynamics of Persistence in In…Detecting Multiple Changes in Persistence (2007)Detecting Multiple Changes in…Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy* (2006)Why Inflation Rose and Fell: …The persistence of inflation in the United States (2006)The persistence of inflation …The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach (2006)The Persistence of Inflation …Shocks and Government Beliefs: The Rise and Fall of American Inflation (2006)Shocks and Government Beliefs…Has Monetary Policy Become More Effective? (2006)Has Monetary Policy Become Mo…CUSUM of Squares‐Based Tests for a Change in Persistence (2006)CUSUM of Squares‐Based Tests …Modified tests for a change in persistence (2005)Modified tests for a change i…The Lag from Monetary Policy Actions to Inflation: Friedman Revisited (2001)The Lag from Monetary Policy …Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Approximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence (2021)Fractional cointegration betw…Is inflation persistence different in reality? (2016)Is inflation persistence diff…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)The Macroeconomic Effects of Inflation Targeting (2004)What do we learn from the price of crude oil futures? 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(2006)Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence (2006)Commodity prices, money and inflation (2010)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration (2009)Principal Components as a Measure of Systemic Risk (2012)Regime Shifts: Implications for Dynamic Strategies (corrected) (2012)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)DSGE Model-Based Forecasting (2012)The Macroeconomics of Trend Inflation (2014)The Quarterly Journal of Economics (2024)Discretion versus policy rules in practice (1993)The Taylor Rule and Optimal Monetary Policy (2001)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Some International Evidence on Output-Inflation Tradeoffs. (1973)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Sources of macroeconomic fluctuations: A regime-switching DSGE approach (2011)What Ties Return Volatilities to Price Valuations and Fundamentals? (2013)Inflation in the Great Recession and New Keynesian Models (2015)Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)State-Space Models with Regime Switching (1999)Has the Business Cycle Changed and Why? (2002)Estimating the Effects of Fiscal Policy in OECD Countries (2003)
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References

  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2006Has Monetary Policy Become More Effective?768 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 2008Investigating Inflation Persistence Across Monetary Regimes*353 cited
  • 2006The persistence of inflation in the United States351 cited
  • 2006Why Inflation Rose and Fell: Policy-Makers' Beliefs and U. S. Postwar Stabilization Policy*285 cited
  • 2006Shocks and Government Beliefs: The Rise and Fall of American Inflation241 cited
  • 2001The Lag from Monetary Policy Actions to Inflation: Friedman Revisited196 cited
  • 2007Dynamics of Persistence in International Inflation Rates117 cited
  • 2007Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty105 cited
  • 2005Modified tests for a change in persistence91 cited
  • 2007Detecting Multiple Changes in Persistence87 cited
  • 2006CUSUM of Squares‐Based Tests for a Change in Persistence80 cited
  • 2006The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach73 cited

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  • 2007The Rise and Fall of U.S. Inflation Persistence45 cited
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    • 2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence16 cited
    • 2016Is inflation persistence different in reality?16 cited