SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Inflation and Structural Change in 50 Developing Countries
16 references·5 citing·44 second hopsampled
Inflation and Structural Change in 50 Developing Countries (2005)Inflation and Structural Change in 50 Dev…Long memory and regime switching (2001)Long memory and regime switch…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series (1998)The mean squared error of Gew…Real and Spurious Long-Memory Properties of Stock-Market Data (1998)Real and Spurious Long-Memory…Real and Spurious Long-Memory Properties of Stock-Market Data (1998)Real and Spurious Long-Memory…Evidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…A Fractional Cointegration Analysis of Purchasing Power Parity (1993)A Fractional Cointegration An…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…On the power of Dickey-Fuller tests against fractional alternatives (1991)On the power of Dickey-Fuller…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Inflation persistence and structural breaks (2016)Inflation persistence and str…The dynamics of inflation: a study of a large number of countries (2011)The dynamics of inflation: a …An application of a new seasonal unit root test to inflation (2011)An application of a new seaso…Trend stationary of inflation rates: evidence from LM unit root testing with a long span of historical data (2008)Trend stationary of inflation…An empirical note about additive outliers and nonstationarity in Latin-American inflation series (2004)An empirical note about addit…Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)The federal funds rate and the channels of monetary transmission (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Instability of return prediction models (2006)Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests for Unit Roots: A Monte Carlo Investigation (1989)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Likelihood‐based cointegration tests in heterogeneous panels (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Modelling Extremal Events (1997)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Chapter 8 Growth Econometrics (2005)Volatility Is Rough (2018)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 2001Long memory and regime switching1,162 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
  • 1993A Fractional Cointegration Analysis of Purchasing Power Parity505 cited
  • 1988Is the Real Interest Rate Stable?489 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1998The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series340 cited
  • 1998Real and Spurious Long-Memory Properties of Stock-Market Data

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

332 cited
  • 1998Real and Spurious Long-Memory Properties of Stock-Market Data327 cited
  • Cited by

    • 2011An application of a new seasonal unit root test to inflation23 cited
    • 2016Inflation persistence and structural breaks22 cited
    • 2008Trend stationary of inflation rates: evidence from LM unit root testing with a long span of historical data22 cited
    • 2004An empirical note about additive outliers and nonstationarity in Latin-American inflation series16 cited
    • 2011The dynamics of inflation: a study of a large number of countries14 cited