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Inflation stationarity during Latin American inflation: insights from unit root and structural break analysis
16 references·2 citing·38 second hop
Inflation stationarity during Latin American inflation: insights from unit root and structural break analysis (2012)Inflation stationarity during Latin Ameri…Staggered Wage Setting in a Macro Model (2016)Staggered Wage Setting in a M…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 …Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…An Analysis of the Real Interest Rate Under Regime Shifts (1996)An Analysis of the Real Inter…Mexico, the remaking of an economy (1993)Mexico, the remaking of an ec…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…The Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…Studies in the Quantity Theory of Money. (1957)Studies in the Quantity Theor…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques (2016)Testing unit roots, structura…How credible is inflation targeting in Asia? A quantile unit root perspective (2016)How credible is inflation tar…Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Customer Satisfaction, Market Share, and Profitability: Findings From Sweden (1994)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)Optimal monetary policy with staggered wage and price contracts (2000)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)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Regression with a Unit Root (1987)Testing for cointegration using principal components methods (1988)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)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)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Further evidence on breaking trend functions in macroeconomic variables (1997)Oil price shocks and stock market activity (1999)
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References

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  • 1999The Science of Monetary Policy: A New Keynesian Perspective5,230 cited
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  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
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  • 1957Studies in the Quantity Theory of Money.849 cited
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  • 1993Mexico, the remaking of an economy408 cited
  • 1987The Fisher hypothesis and the forecastability and persistence of inflation385 cited

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  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • Cited by

    • 2016How credible is inflation targeting in Asia? A quantile unit root perspective11 cited
    • 2016Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques8 cited