SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
US Inflation Dynamics on Long Range Data
16 references·0 citing·38 second hop
US Inflation Dynamics on Long Range Data (2015)US Inflation Dynamics on Long Range DataWhy Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Fractal characterization of complexity in temporal physiological signals (2002)Fractal characterization of c…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…A test for independence based on the correlation dimension (1996)A test for independence based…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Robustness of the rescaled ra…Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Risk, Uncertainty and Profit (1921)Rational Expectations and the Theory of Price Movements (1961)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Does Culture Affect Economic Outcomes? (2006)Book Review: Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Discretion versus policy rules in practice (1993)Estimation and Inference of Impulse Responses by Local Projections (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Measuring Uncertainty (2015)Public Investment, the Rate of Return, and Optimal Fiscal Policy. (1971)Disinflation without recession: Adaptive guideposts and monetary policy (1978)Staggered Wage Setting in a Macro Model (2016)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,601 cited
  • 1996A test for independence based on the correlation dimension3,573 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,134 cited
  • 1969Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence1,066 cited
  • 1991

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Chaos and Nonlinear Dynamics: Application to Financial Markets
1,046 cited
  • 2002Fractal characterization of complexity in temporal physiological signals623 cited
  • Cited by

    No citing works inside the corpus for this window.