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Inflation inertia and inliers: the case of Brazil
7 references·7 citing·38 second hop
Inflation inertia and inliers: the case of Brazil (2003)Inflation inertia and inliers: the case o…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data (1999)Unit roots in the presence of…AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS (1998)AN AUTOREGRESSIVE SPECTRAL DE…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Robust Rank Tests of the Unit Root Hypothesis (1997)Robust Rank Tests of the Unit…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Measuring inflation persistence in Brazil using a multivariate model (2014)Measuring inflation persisten…An analysis of the degrees of persistence of inflation, inflation expectations and Real interest rate in Brazil (2011)An analysis of the degrees of…Inflação inercial como um processo de longa memória: análise a partir de um modelo Arfima-Figarch (2009)Inflação inercial como um pro…Dinâmica inflacionária brasileira: resultados de auto-regressão quantílica (2006)Dinâmica inflacionária brasil…What Drives Inflation Expectations in Brazil?: An Empirical Analysis (2005)What Drives Inflation Expecta…What Drives Inflation Expectations in Brazil? An Empirical Analysis (2005)What Drives Inflation Expecta…Uma análise da dinâmica inflacionária brasileira (2005)Uma análise da dinâmica infla…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)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (2003)Testing for a unit root in a nonlinear quantile autoregression framework (2016)Network quantile autoregression (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Generalized autoregressive conditional heteroskedasticity (1986)Forecasting Inflation with the Phillips Curve: A Dynamic Model Averaging Approach for Brazil (2015)Agriculture and inflation: Expected and unexpected shocks (2021)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation Expectations: Review and Evidence (2019)Tests For Unit Roots: A Monte Carlo Investigation (1988)The power problems of unit root test in time series with autoregressive errors (1992)Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility (2007)Econometric Modelling with Time Series: Specification, Estimation and Testing (2012)Electricity intensity across Chinese provinces: New evidence on convergence and threshold effects (2012)Are Output Fluctuations Transitory? (1987)Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (1991)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)What drives inflation expectations in Brazil? An empirical analysis (2008)Testing for unit roots in short panels allowing for a structural break (2012)Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data (2015)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1999Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data84 cited
  • 1997Robust Rank Tests of the Unit Root Hypothesis72 cited
  • 1998AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS66 cited

Cited by

  • 2005What Drives Inflation Expectations in Brazil?: An Empirical Analysis29 cited
  • 2005Uma análise da dinâmica inflacionária brasileira25 cited
  • 2009Inflação inercial como um processo de longa memória: análise a partir de um modelo Arfima-Figarch24 cited
  • 2006Dinâmica inflacionária brasileira: resultados de auto-regressão quantílica19 cited
  • 2005What Drives Inflation Expectations in Brazil? An Empirical Analysis17 cited
  • 2014Measuring inflation persistence in Brazil using a multivariate model15 cited
  • 2011An analysis of the degrees of persistence of inflation, inflation expectations and Real interest rate in Brazil14 cited

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