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Asymmetric inflation dynamics: Evidence from quantile regression analysis
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Asymmetric inflation dynamics: Evidence from quantile regression analysis (2011)Asymmetric inflation dynamics: Evidence f…Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as …The persistence of inflation in the United States (2006)The persistence of inflation …Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Unit Root Quantile Autoregression Inference (2004)Unit Root Quantile Autoregres…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Nonlinear IV unit root tests in panels with cross-sectional dependency (2002)Nonlinear IV unit root tests …Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power (1995)Rethinking the Univariate App…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…FDI and financial development: evidence from eight post-communist countries (2021)FDI and financial development…Small business lending and credit risk: Granger causality evidence (2019)Small business lending and cr…Testing the Efficiency of the Art Market Using Quantile‐Based Unit Root Tests with Sharp and Smooth Breaks (2017)Testing the Efficiency of the…Revisiting purchasing power parity in Eastern European countries: quantile unit root tests (2016)Revisiting purchasing power p…Quantile unit root test and PPP: evidence from 23 OECD countries (2016)Quantile unit root test and P…The Phillips curve in the US: A nonlinear quantile regression approach (2015)The Phillips curve in the US:…Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (2015)Quantile Regression for Locat…Asymmetric Behaviour of Inflation around the Target in Inflation‐Targeting Countries (2015)Asymmetric Behaviour of Infla…The changing dynamics of US inflation persistence: a quantile regression approach (2014)The changing dynamics of US i…Revisiting the Fisher Hypothesis for Several Selected Developing Economies: A Quantile Cointegration Approach (2014)Revisiting the Fisher Hypothe…The asymmetry of inflation adjustment in Turkey (2012)The asymmetry of inflation ad…Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation (2012)Asymmetric Quantile Persisten…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Exchange Rate Pass-Through into Import Prices (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Threshold autoregression in economics (2011)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)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)Has Monetary Policy Become More Effective? (2006)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 2004Unit Root Quantile Autoregression Inference514 cited
  • 1988Is the Real Interest Rate Stable?489 cited
  • 2002Nonlinear IV unit root tests in panels with cross-sectional dependency401 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power

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363 cited
  • 2006The persistence of inflation in the United States351 cited
  • Cited by

    • 2019Small business lending and credit risk: Granger causality evidence40 cited
    • 2014The changing dynamics of US inflation persistence: a quantile regression approach37 cited
    • 2021FDI and financial development: evidence from eight post-communist countries36 cited
    • 2015The Phillips curve in the US: A nonlinear quantile regression approach35 cited
    • 2012Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation34 cited
    • 2015Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity29 cited
    • 2012The asymmetry of inflation adjustment in Turkey28 cited
    • 2016Quantile unit root test and PPP: evidence from 23 OECD countries27 cited
    • 2015Asymmetric Behaviour of Inflation around the Target in Inflation‐Targeting Countries23 cited
    • 2016Revisiting purchasing power parity in Eastern European countries: quantile unit root tests23 cited
    • 2017Testing the Efficiency of the Art Market Using Quantile‐Based Unit Root Tests with Sharp and Smooth Breaks18 cited
    • 2014Revisiting the Fisher Hypothesis for Several Selected Developing Economies: A Quantile Cointegration Approach15 cited