References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1977Nobel Lecture: Inflation and Unemployment1,800 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
• 2001Long memory and regime switching1,162 cited
• 2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns784 cited
• 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
• 1996Testing the adequacy of smooth transition autoregressive models536 cited
• 1988Is the Real Interest Rate Stable?489 cited
• 1992Why does high inflation raise inflation uncertainty?462 cited
• 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
• 1995Long Memory in Inflation Rates: International Evidence315 cited
• 1990Inflation and Uncertainty at Short and Long Horizons313 cited
• 1998On inflation and inflation uncertainty in the G7 countries313 cited
• 2006Statistical inference for time-varying ARCH processes251 cited