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Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone

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  • Nikolaos Giannellis

    (Department of Economics, University of Crete, Greece)

Abstract

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Suggested Citation

  • Nikolaos Giannellis, 2010. "Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone," Working Papers 1011, University of Crete, Department of Economics, revised 01 Oct 2010.
    • Handle: RePEc:crt:wpaper:1011
    as

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    File URL: http://economics.soc.uoc.gr/wpa/docs/1011.pdf
    File Function: Revised version
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    References listed on IDEAS

    as
    1. Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
    2. Carlos J. Rodriguez-Fuentes & Antonio Olivera-Herrera & David Padron-Marrero, 2004. "Monetary policy and inflation persistence in the Eurozone," ERSA conference papers ersa04p218, European Regional Science Association.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Hamza Bennani, 2013. "Does the ECB consider the persistence of inflation differentials?," Economics Bulletin, AccessEcon, vol. 33(3), pages 2129-2139.
    2. Ornela SHALARI & Fejzi KOLANECI, 2014. "Statistical analysis of the inflation in the case of Albania," EuroEconomica, Danubius University of Galati, issue 2(33), pages 67-77, November.

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    More about this item

    Keywords

    EMU; Inflation Rate Differential; Unit Root; Nonlinearity; Threshold;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • F15 - International Economics - - Trade - - - Economic Integration
    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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