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Inflation regimes, core inflation measures and the relationship between producer and consumer price inflation
14 references·1 citing·38 second hop
Inflation regimes, core inflation measures and the relationship between producer and consumer price inflation (2007)Inflation regimes, core inflation measure…Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork market (2002)Using threshold cointegration…Identifying domestic and imported core inflation (2001)Identifying domestic and impo…Inflation, inflation uncertainty, and relative price dispersion: Evidence from bivariate GARCH-M models (1996)Inflation, inflation uncertai…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Do Producer Prices Lead Consumer Prices (1995)Do Producer Prices Lead Consu…Feedback between Wholesale and Consumer Price Inflation: A Reexamination of the Evidence (1990)Feedback between Wholesale an…Some recent development in a concept of causality (1988)Some recent development in a …A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Empirical evidence of causality from consumer to wholesale prices (1982)Empirical evidence of causali…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Relationship between Wholesale and Consumer Prices (1981)The Relationship between Whol…The lag relationship between wholesale and consumer prices (1980)The lag relationship between …Üretici Fiyat Endeksi ve Tüketici Fiyat Endeksi Arasındaki Geçişkenliğin Derecesi (2014)Üretici Fiyat Endeksi ve Tüke…The Typical Spectral Shape of an Economic Variable (1966)Distributed Lags: A Survey (1967)MONEY, INCOME, AND CAUSALITY (1972)Econometrics – Alchemy or Science? (2000)The American Business Cycle (1986)The Cyclical Behavior of Marginal Cost and Price (1987)Productivity and U. S. Economic Growth (1989)Causality Links between Consumer and Producer Prices: Some Empirical Evidence (2002)The Causal Relationship between Producer Price Index and Consumer Price Index: Empirical Evidence from Selected European Countries (2011)An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain (2012)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Expectations and the neutrality of money (1972)Inflation and inflation uncertainty in the G-7 countries (2004)Does inflation targeting matter? A reassessment (2011)Assessing DSGE Model Nonlinearities (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Measuring market integration in the presence of transaction costs–a threshold vector error correction approach (2004)Does Market Structure Influence Price Transmission in the Agro‐food Sector? A Meta‐analysis Perspective (2013)Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2015)Time Series Analysis Forecasting and Control. (1971)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 2002Using threshold cointegration to estimate asymmetric price transmission in the Swiss pork market205 cited
  • 1996Inflation, inflation uncertainty, and relative price dispersion: Evidence from bivariate GARCH-M models100 cited
  • 1995Do Producer Prices Lead Consumer Prices71 cited
  • 1980The lag relationship between wholesale and consumer prices65 cited
  • 1982Empirical evidence of causality from consumer to wholesale prices64 cited
  • 1990Feedback between Wholesale and Consumer Price Inflation: A Reexamination of the Evidence64 cited
  • 1981The Relationship between Wholesale and Consumer Prices34 cited
  • 2001Identifying domestic and imported core inflation19 cited

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2014
Üretici Fiyat Endeksi ve Tüketici Fiyat Endeksi Arasındaki Geçişkenliğin Derecesi
12 cited