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INFLATION PERSISTENCE AND CORE INFLATION: THE CASE OF SOUTH AFRICA
16 references·3 citing·48 second hop
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(2004)Is Inflation Persistence Intr…Imperfect credibility and inflation persistence (2003)Imperfect credibility and inf…Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2001)Sticky Information Versus Sti…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Imperfect Common Knowledge and the Effects of Monetary Policy (2001)Imperfect Common Knowledge an…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Inflation Persistence (1995)Inflation PersistenceApproximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter (2016)Analyzing South Africa’s infl…Threshold effects and inflation persistence in South Africa (2012)Threshold effects and inflati…IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? 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References

  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 1995Inflation Persistence1,007 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy501 cited
  • 2003Imperfect credibility and inflation persistence431 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 2006The persistence of inflation in the United States351 cited
  • 2001Imperfect Common Knowledge and the Effects of Monetary Policy344 cited
  • 2004Is Inflation Persistence Intrinsic in Industrial Economies?218 cited
  • 2001Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve187 cited
  • 2004The Less-Volatile U.S. Economy158 cited

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2006
Has the inflation process changed?
150 cited

Cited by

  • 2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH15 cited
  • 2012Threshold effects and inflation persistence in South Africa13 cited
  • 2016Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter13 cited