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Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio.
In: Working papers.
RePEc:uct:uconnp:2016-11.

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Cited: 18

Citations received by this document

Cites: 64

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  2. Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran.
    In: EconStor Preprints.
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  3. A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye.
    In: Macroeconomics and Finance in Emerging Market Economies.
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  4. Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp.
    In: Empirical Economics.
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  5. An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching. (2023). Marçal, Emerson ; Maral, Emerson Fernandes ; Pinto, Jeronymo Marcondes.
    In: Empirical Economics.
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  6. Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran.
    In: Papers.
    RePEc:arx:papers:2305.17474.

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  7. Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F.
    In: Economic Analysis and Policy.
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  8. Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
    In: Empirical Economics.
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  9. Growth, War, and Pandemics: Europe in the Very Long-run. (2020). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Prados de la Escosura, Leandro ; Rodriguez-Caballero, Carlos-Vladimir.
    In: Working Papers.
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  10. A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers. (2020). Vo, Xuan Vinh ; Nasir, Muhammad.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:54:y:2020:i:c:p:42-61.

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  11. A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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  12. Growth, War, and Pandemics: Europe in the Very Long-run. (2020). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Prados de la Escosura, Leandro ; Rodriguez-Caballero, Carlos Vladimir.
    In: CEPR Discussion Papers.
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  13. Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2017). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio ; Gil-Alaa, Luis A.
    In: Working papers.
    RePEc:uct:uconnp:2017-13.

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  14. Inflation persistence in BRICS countries: A quantile autoregressive (QAR) model. (2017). Phiri, Andrew.
    In: MPRA Paper.
    RePEc:pra:mprapa:79956.

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  15. Inflation persistence in BRICS countries: A quantile autoregressive (QAR) approach. (2017). Phiri, Andrew.
    In: Working Papers.
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  16. Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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  17. Inflation Targeting: New Evidence from Fractional Integration and Cointegration. (2016). Miller, Stephen ; Canarella, Giorgio.
    In: Working papers.
    RePEc:uct:uconnp:2016-08.

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  18. Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches. (2016). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
    In: Working Papers.
    RePEc:pre:wpaper:201683.

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    RePEc:taf:emetrv:v:20:y:2001:i:2:p:217-234.

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  38. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly. (2001). Phillips, Peter ; Maynard, Alex.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:671-708.

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  39. Do long-memory models have long memory?. (2000). Andersson, Michael K..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:1:p:121-124.

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  40. Persistent Dependence in Foreign Exchange Rates? A Reexamination. (2000). Chakraborty, Atreya ; Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:377.

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  41. A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap.. (1999). Maharaj, Elizabeth.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:1999-11.

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  42. Fractional cointegration, long memory, and exchange rate dynamics. (1999). Liu, Angela Y. ; Pan, Ming-Shiun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:8:y:1999:i:3:p:305-316.

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  43. Non-stationary log-periodogram regression. (1999). Velasco, Carlos.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:91:y:1999:i:2:p:325-371.

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  44. A comparison of techniques of estimation in long-memory processes. (1998). GUEGAN, Dominique ; Bisaglia, Luisa.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:27:y:1998:i:1:p:61-81.

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  45. Long Memory and Forecasting in Euroyen Deposit Rates. (1997). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:361.

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  46. Long Memory in the Greek Stock Market. (1996). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos .
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:356.

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  47. Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates. (1996). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:317.

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  48. A Score Test for Seasonal Fractional Integration and Cointegration. (1995). Silvapulle, Param.
    In: Econometrics.
    RePEc:wpa:wuwpem:9506005.

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  49. A search for long memory in international stock market returns. (1995). Cheung, Yin-Wong ; Lai, Kon S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:14:y:1995:i:4:p:597-615.

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  50. The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”. (). Mignon, Valérie ; Dufrénot, Gilles ; Dufrenot, Gilles ; Naccache, Theo .
    In: Discussion Papers.
    RePEc:not:notcre:09/03.

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