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Inflation persistence in central and eastern European countries
13 references·2 citing·42 second hop
Inflation persistence in central and eastern European countries (2014)Inflation persistence in central and east…Inflation Persistence (2010)Inflation PersistenceInflation persistence and nonlinearities in Central and Eastern European countries (2009)Inflation persistence and non…The persistence of inflation in the United States (2006)The persistence of inflation …Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence (2006)Inflation Persistence and Pri…Modified tests for a change in persistence (2005)Modified tests for a change i…Measuring Inflation Persistence: A Structural Time Series Approach (2005)Measuring Inflation Persisten…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Tests of stationarity against a change in persistence (2004)Tests of stationarity against…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of change in persistence of a linear time series” [J. Econom. 95 (2000) 97–116] (2002)Corrigendum to “Detection of …WITHDRAWN: Corrigendum to “Detection of change in persistence of a linear time series”: [J. Econom. 95 (2000) 97–116] (2001)WITHDRAWN: Corrigendum to “De…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Detection of change in persistence of a linear time series (2000)Detection of change in persis…Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence (2021)Fractional cointegration betw…Oil price–inflation pass-through in Romania during the inflation targeting regime (2016)Oil price–inflation pass-thro…Staggered prices in a utility-maximizing framework (1983)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation dynamics: A structural econometric analysis (1999)Regional inflation dynamics within and across euro area countries and a comparison with the United States (2008)Downward Nominal And Real Wage Rigidity: Survey Evidence From European Firms (2009)Downward Nominal and Real Wage Rigidity: Survey Evidence from European Firms* (2010)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Oil and the Macroeconomy Since the 1970s (2004)The Potato's Contribution to Population and Urbanization: Evidence From A Historical Experiment (2011)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Unit Root Tests under Time-Varying Variances (2005)Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2015)Asset Price Bubbles and Systemic Risk (2020)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Optimal Monetary Stabilization Policy (2010)Expectations' anchoring and inflation persistence (2021)Myopia and Anchoring (2021)Econometric policy evaluation: A critique (1976)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)Investigating Inflation Persistence Across Monetary Regimes* (2008)Macroeconomic forecasting and structural change (2011)The Role of Automatic Stabilizers in the U.S. Business Cycle (2016)Extensions of some classical methods in change point analysis (2014)Testing for a break in persistence under long‐range dependencies (2009)
this work references cited by second hop

References

  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 2006The persistence of inflation in the United States351 cited
  • 2004Tests of stationarity against a change in persistence248 cited
  • 2000Detection of change in persistence of a linear time series225 cited
  • 2006Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence155 cited
  • 2010Inflation Persistence108 cited
  • 2005Modified tests for a change in persistence91 cited
  • 2002Corrigendum to “Detection of change in persistence of a linear time series” [J. Econom. 95 (2000) 97–116]65 cited
  • 2005Measuring Inflation Persistence: A Structural Time Series Approach57 cited
  • 2001WITHDRAWN: Corrigendum to “Detection of change in persistence of a linear time series”: [J. Econom. 95 (2000) 97–116]52 cited
  • 2009Inflation persistence and nonlinearities in Central and Eastern European countries43 cited

Cited by

  • 2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence16 cited

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  • 2016Oil price–inflation pass-through in Romania during the inflation targeting regime15 cited