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Inflation persistence and structural breaks
16 references·2 citing·38 second hop
Inflation persistence and structural breaks (2016)Inflation persistence and structural brea…Investigating Inflation Persistence Across Monetary Regimes* (2008)Investigating Inflation Persi…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Dealing with Structural Breaks (2005)Dealing with Structural BreaksThe Macroeconomic Effects of Inflation Targeting (2004)The Macroeconomic Effects of …Does Inflation Targeting Matter? (2003)Does Inflation Targeting Matt…One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)One Decade of Inflation Targe…Inflation targeting: lessons from the international experience (1999)Inflation targeting: lessons …Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Log-Periodogram Regression of…Inflation Persistence (1995)Inflation PersistenceCointegration, Fractional Cointegration, and Exchange Rate Dynamics (1994)Cointegration, Fractional Coi…A Fractional Cointegration Analysis of Purchasing Power Parity (1993)A Fractional Cointegration An…Real Exchange Rates under the Gold Standard (1991)Real Exchange Rates under the…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…Fractional Differencing (1981)Fractional DifferencingManaging inflation expectations and the efficiency of monetary policy responses to energy crises (2024)Managing inflation expectatio…The effect of central bank transparency on inflation persistence (2021)The effect of central bank tr…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)Testing for a Unit Root in Time Series Regression (1988)Modelling Nonlinear Economic Time Series (2010)Structural breaks in time series (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)Long memory and persistence in aggregate output (1989)The Distribution of Realized Exchange Rate Volatility (2001)The New Keynesian Economics and the Output-Inflation Trade-Off (1988)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation targeting in emerging economies: What do the data say? (2006)Does Inflation Targeting Make a Difference? (2007)Monetary Policy Strategy: Lessons from the Crisis (2011)The Role of Monetary Policy (1995)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)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Inflation targeting as a monetary policy rule (1999)Macroeconomic Expectations of Households and Professional Forecasters (2003)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)Prices and unit labor costs: a new test of price stickiness (2002)Are Technology Improvements Contractionary? (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)
this work references cited by second hop

References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 1981Fractional Differencing2,720 cited
  • 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
  • 1999Inflation targeting: lessons from the international experience1,154 cited
  • 1995Inflation Persistence1,007 cited
  • 2005Dealing with Structural Breaks701 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 2003Does Inflation Targeting Matter?554 cited
  • 1993A Fractional Cointegration Analysis of Purchasing Power Parity505 cited
  • 2001One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know?458 cited
  • 2004The Macroeconomic Effects of Inflation Targeting416 cited
  • 1991Real Exchange Rates under the Gold Standard415 cited
  • 1994Cointegration, Fractional Cointegration, and Exchange Rate Dynamics363 cited
  • 2008

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Investigating Inflation Persistence Across Monetary Regimes*
353 cited

Cited by

  • 2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises13 cited
  • 2021The effect of central bank transparency on inflation persistence12 cited