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Inflation Theories and Inflation Persistence in Iran
16 references·0 citing·48 second hop
Inflation Theories and Inflation Persistence in Iran (2020)Inflation Theories and Inflation Persiste…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Do oil price shocks matter? Evidence for some European countries (2003)Do oil price shocks matter? E…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …The Conquest of American Inflation (1999)The Conquest of American Infl…The Conquest of American Inflation (1999)The Conquest of American Infl…Why Economic Sanctions Do Not Work (1997)Why Economic Sanctions Do Not…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Towards an integrated Europe (1995)Towards an integrated EuropeOil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Inflation and Unemployment (1995)Inflation and UnemploymentOpenness and Inflation: Theory and Evidence (1993)Openness and Inflation: Theor…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Some Unpleasant Monetarist Arithmetic (1981)Some Unpleasant Monetarist Ar…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Oil price shocks and stock market activity (1999)What is an Oil Shock? (2000)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Economic Growth in a Cross Section of Countries (1989)Exchange Rate Dynamics Redux (1995)Econometric Analysis of Cross Section and Panel Data (2001)Trade Liberalization and Poverty: The Evidence So Far (2004)On the Effects of International Economic Sanctions, With Examples from the Case of Rhodesia (1967)Economic Sanctions Reconsidered: History and Current Policy (1985)Bombing to Win: Air Power and Coercion in War (1996)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Weaponized Interdependence: How Global Economic Networks Shape State Coercion (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Rational Expectations and the Theory of Price Movements (1961)An empirical analysis of cross-national economic growth, 1951–1980 (1989)Multivariate Simultaneous Generalized ARCH (1995)The Use of Knowledge in Society (1996)The Inflation Tax in a Real Business Cycle Model (1998)The monetary dynamics of hyperinflation (1956)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Macroeconomics and Politics (1988)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)A Monetary and Fiscal Framework for Economic Stability (1995)Presidential Address: Discount Rates (2011)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,965 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1981Some Unpleasant Monetarist Arithmetic1,760 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,543 cited
  • 1997Why Economic Sanctions Do Not Work1,161 cited
  • 1993Openness and Inflation: Theory and Evidence970 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 1995Inflation and Unemployment788 cited
  • 1999The Conquest of American Inflation758 cited
  • 1999The Conquest of American Inflation657 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 1995Towards an integrated Europe534 cited
  • 2003Do oil price shocks matter? Evidence for some European countries

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