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Inflation persistence during periods of structural change: an assessment using Greek data
16 references·1 citing·42 second hop
Inflation persistence during periods of structural change: an assessment using Greek data (2007)Inflation persistence during periods of s…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Prices and unit labor costs: a new test of price stickiness (2002)Prices and unit labor costs: …Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…European inflation dynamics (2001)European inflation dynamicsLow inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Inflation Persistence (1995)Inflation PersistenceA Retrospective on the Bretton Woods System (1993)A Retrospective on the Bretto…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Monetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Direction of Causality Between Financial Development and Economic Growth. Evidence for Developing Countries (2016)Direction of Causality Betwee…Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Exchange Rate Pass-Through into Import Prices (2005)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Time to Build and Aggregate Fluctuations (1982)Discretion versus policy rules in practice (1993)Optimal monetary policy with staggered wage and price contracts (2000)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)By How Much Does GDP Rise if the Government Buys More Output? (2009)Remittances and the Dutch disease (2009)Econometric policy evaluation: A critique (1976)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)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)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Review of international tourism demand models (1997)Are Technology Improvements Contractionary? (2006)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 1995Inflation Persistence1,007 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2002Prices and unit labor costs: a new test of price stickiness808 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 2001European inflation dynamics

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622 cited
  • 1993A Retrospective on the Bretton Woods System530 cited
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    • 2016Direction of Causality Between Financial Development and Economic Growth. Evidence for Developing Countries15 cited