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The impact of the European Monetary Union on inflation persistence in the Euro area
16 references·0 citing·52 second hopsampled
The impact of the European Monetary Union on inflation persistence in the Euro area (2009)The impact of the European Monetary Union…Long Memory Relationships and the Aggregation of Dynamic Models (2008)Long Memory Relationships and…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Dynamics of Persistence in International Inflation Rates (2007)Dynamics of Persistence in In…The persistence of inflation in the United States (2006)The persistence of inflation …The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach (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…Has Euro-Area Inflation Persistence Changed Over Time? (2005)Has Euro-Area Inflation Persi…The Less-Volatile U.S. Economy (2004)The Less-Volatile U.S. EconomyModeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Exact Local Whittle Estimation of Fractional \nIntegration (2002)Exact Local Whittle Estimatio…Robust Automatic Bandwidth for Long Memory (2001)Robust Automatic Bandwidth fo…Persistence in International Inflation Rates (1999)Persistence in International …Testing for structural change in a long-memory environment (1996)Testing for structural change…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Long Memory in Inflation Rates: International Evidence (1995)Long Memory in Inflation Rate…Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Log-Periodogram Regression of…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)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)Specification Tests in Econometrics (1978)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The Long Memory of the Efficient Market (2004)Some comments on Hurst exponent and the long memory processes on capital markets (2008)EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (2009)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Long memory and persistence in aggregate output (1989)A Fractional Cointegration Analysis of Purchasing Power Parity (1993)The Distribution of Realized Exchange Rate Volatility (2001)The distribution of realized stock return volatility (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)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)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A Rehabilitation of Monetary Policy in the 1950's (2002)Has the Business Cycle Changed and Why? (2002)Is Inflation Persistence Intrinsic In Industrial Economies? (2002)Are output growth‐rate distributions fat‐tailed? some evidence from OECD countries (2008)The Science of Monetary Policy: A New Keynesian Perspective (1999)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Pre-FOMC Announcement Drift (2012)The Transmission of Monetary Policy Shocks (2017)Econometric policy evaluation: A critique (1976)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Inflation Dynamics* (2007)Inflation Persistence (2009)Measuring Inflation Persistence: A Structural Time Series Approach (2010)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis: Forecasting and Control (1977)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Long memory continuous time models (1996)Estimation and interpretation of 1/fα noise in human cognition (2004)Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models (2006)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Gaussian Semiparametric Estimation of Long Range Dependence (1995)Oil price shocks and agricultural commodity prices (2014)Persistence in the cryptocurrency market (2018)
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References

  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 2002Exact Local Whittle Estimation of Fractional \nIntegration518 cited
  • 2008Long Memory Relationships and the Aggregation of Dynamic Models357 cited
  • 2006The persistence of inflation in the United States351 cited
  • 1995Long Memory in Inflation Rates: International Evidence315 cited
  • 2005Has Euro-Area Inflation Persistence Changed Over Time?197 cited
  • 2004The Less-Volatile U.S. Economy158 cited
  • 2006Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence155 cited
  • 1999Persistence in International Inflation Rates125 cited
  • 2007Dynamics of Persistence in International Inflation Rates117 cited
  • 1996Testing for structural change in a long-memory environment107 cited
  • 2001Robust Automatic Bandwidth for Long Memory77 cited

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2006
The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
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