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Long memory or structural changes: An empirical examination on inflation rates

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References

1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
1995Long Memory in Inflation Rates: International Evidence315 cited
2000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series276 cited
1999Long memory and level shifts: Re-analyzing inflation rates121 cited
2000The Multiple Change-Points Problem for the Spectral Distribution69 cited

Cited by

2006Simple (but effective) tests of long memory versus structural breaks76 cited
2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration30 cited
2012When long memory meets the Kalman filter: A comparative study26 cited
2014Time-Varying Persistence in US Inflation23 cited
2016Is inflation persistence different in reality?16 cited
2009The impact of the European Monetary Union on inflation persistence in the Euro area11 cited
2009Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area10 cited
2011Detecting Multiple Breaks in Long Memory: The Case of U.S. inflation10 cited

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