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IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 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
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1980Aggregate Dynamics and Staggered Contracts2,464 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 1995Log-Periodogram Regression of Time Series with Long Range Dependence

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