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Changes in the order of integration of US and UK inflation
11 references·9 citing·40 second hop
Changes in the order of integration of US and UK inflation (2008)Changes in the order of integration of US…Sectoral and Aggregate Inflation Dynamics in the Euro Area (2006)Sectoral and Aggregate Inflat…Has the inflation process changed? (2006)Has the inflation process cha…Modified tests for a change in persistence (2005)Modified tests for a change i…Tests of stationarity against a change in persistence (2004)Tests of stationarity against…Is Inflation Persistence Intrinsic in Industrial Economies? (2004)Is Inflation Persistence Intr…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Corrigendum to “Detection of change in persistence of a linear time series” [J. Econom. 95 (2000) 97–116] (2002)Corrigendum to “Detection of …WITHDRAWN: Corrigendum to “Detection of change in persistence of a linear time series”: [J. Econom. 95 (2000) 97–116] (2001)WITHDRAWN: Corrigendum to “De…Trend Function Hypothesis Testing in the Presence of Serial Correlation (1998)Trend Function Hypothesis Tes…Inflation regimes and the sources of inflation uncertainty (1993)Inflation regimes and the sou…Inflation Regimes and the Sources of Inflation Uncertainty (1993)Inflation Regimes and the Sou…Testing for optimal monetary policy via moment inequalities (2018)Testing for optimal monetary …Changes in persistence, spurious regressions and the Fisher hypothesis (2017)Changes in persistence, spuri…MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA (2013)MODELLING LARGE OPEN ECONOMIE…Threshold effects and inflation persistence in South Africa (2012)Threshold effects and inflati…Macroeconomic transitions and the transmission mechanism: Evidence from Turkey (2012)Macroeconomic transitions and…What Drives Inflation in the Major OECD Economies? (2011)What Drives Inflation in the …A multiple break panel approach to estimating United States Phillips curves (2010)A multiple break panel approa…UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY (2009)UK INFLATION: PERSISTENCE, SE…Detecting changes from short to long memory (2009)Detecting changes from short …Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)When does the dividend–price ratio predict stock returns? (2009)Testing for persistence change in fractionally integrated models: An application to world inflation rates (2012)WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (2012)Long memory relationships and the aggregation of dynamic models (1980)Testing for a Unit Root in a Time Series With a Changing Mean (1990)Inflation Persistence (1995)Price setting and inflation persistence: did EMU matter? (2006)Inflation persistence: Alternative interpretations and policy implications (2007)Downward Wage Rigidity for Different Workers and Firms: An Evaluation for Belgium Using the IWFP Procedure (2010)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Extensions of some classical methods in change point analysis (2014)Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2015)Asset Price Bubbles and Systemic Risk (2020)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Investigating the Behavior of Idiosyncratic Volatility* (2003)Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009)The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)Expectations and the neutrality of money (1972)Staggered prices in a utility-maximizing framework (1983)Globalisation and Inflation in the OECD Economies (2006)Understanding the Evolving Inflation Process (2007)Monetary Policy Regime Shifts and Inflation Persistence (2013)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Another Perspective on the Effects of Inflation Uncertainty (2004)Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? (2006)The Determinants of Stock and Bond Return Comovements (2009)Monetary Policy and Inflation Dynamics (2004)Averaging forecasts from VARs with uncertain instabilities (2009)Real-Time Inflation Forecasting in a Changing World (2012)Inflation and the stock market: Understanding the “Fed Model” (2010)Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (2017)Testing for a break in persistence under long‐range dependencies (2009)
this work references cited by second hop

References

  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 1998Trend Function Hypothesis Testing in the Presence of Serial Correlation302 cited
  • 2004Tests of stationarity against a change in persistence248 cited
  • 1993Inflation Regimes and the Sources of Inflation Uncertainty219 cited
  • 2004Is Inflation Persistence Intrinsic in Industrial Economies?218 cited
  • 1993Inflation regimes and the sources of inflation uncertainty197 cited
  • 2006Has the inflation process changed?150 cited
  • 2005Modified tests for a change in persistence91 cited
  • 2006Sectoral and Aggregate Inflation Dynamics in the Euro Area80 cited
  • 2002Corrigendum to “Detection of change in persistence of a linear time series” [J. Econom. 95 (2000) 97–116]65 cited
  • 2001WITHDRAWN: Corrigendum to “Detection of change in persistence of a linear time series”: [J. Econom. 95 (2000) 97–116]52 cited

Cited by

  • 2013MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA35 cited
  • 2009Detecting changes from short to long memory35 cited
  • 2009UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY28 cited
  • 2012Macroeconomic transitions and the transmission mechanism: Evidence from Turkey

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26 cited
  • 2012Threshold effects and inflation persistence in South Africa13 cited
  • 2010A multiple break panel approach to estimating United States Phillips curves12 cited
  • 2011What Drives Inflation in the Major OECD Economies?11 cited
  • 2017Changes in persistence, spurious regressions and the Fisher hypothesis10 cited
  • 2018Testing for optimal monetary policy via moment inequalities10 cited