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On the persistence of UK inflation: A long‐range dependence approach
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On the persistence of UK inflation: A long‐range dependence approach (2020)On the persistence of UK inflation: A lon…Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (2015)Time Varying Structural Vecto…Modeling Inflation After the Crisis (2010)Modeling Inflation After the …Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Investigating Inflation Persistence Across Monetary Regimes* (2008)Investigating Inflation Persi…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…The persistence of inflation in the United States (2006)The persistence of inflation …Stochastic volatility with leverage: Fast and efficient likelihood inference (2006)Stochastic volatility with le…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Threshold Cointegration (1997)Threshold CointegrationTesting of unit root and other nonstationary hypotheses in macroeconomic time series (1997)Testing of unit root and othe…Long Memory in Inflation Rates: International Evidence (1995)Long Memory in Inflation Rate…Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Maximum likelihood estimation…Efficient Parameter Estimation for Self-Similar Processes (1989)Efficient Parameter Estimatio…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Efficient Tests for an Autoregressive Unit Root (1992)5 Stochastic volatility (1996)Unit Roots and Cointegration in Panels (2008)Risk, Uncertainty and Profit (1921)Rational Expectations and the Theory of Price Movements (1961)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Does Culture Affect Economic Outcomes? (2006)Testing for a Unit Root in Time Series Regression (1988)Long Memory in Stock-Market Trading Volume (2000)Fractional integration and structural breaks at unknown periods of time (2007)EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (2009)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)The detection and estimation of long memory in stochastic volatility (1998)Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)Staggered prices in a utility-maximizing framework (1983)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Fiscal Multipliers in Recession and Expansion (2013)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Testing for a unit root in the nonlinear STAR framework (2002)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Persistence in the cryptocurrency market (2018)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy6,238 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
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  • 2009Inflation-Gap Persistence in the US544 cited
  • 1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series521 cited
  • 2006Stochastic volatility with leverage: Fast and efficient likelihood inference464 cited
  • 2008Investigating Inflation Persistence Across Monetary Regimes*353 cited
  • 2006The persistence of inflation in the United States351 cited
  • 2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum347 cited
  • 1995Long Memory in Inflation Rates: International Evidence315 cited

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  • 2010Modeling Inflation After the Crisis265 cited
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