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The persistence of inflation and the cost of disinflation
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- Montes, Gabriel Caldas & Maia, João Pedro Neves, 2023. "Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017.
"Time-varying persistence of inflation: evidence from a wavelet-based approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers 201647, University of Pretoria, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers 2016-09, University of Connecticut, Department of Economics.
- Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
- Barros, Geraldo Sant’Ana de Camargo & Carrara, Aniela Fagundes & Castro, Nicole Rennó & Silva, Adriana Ferreira, 2022. "Agriculture and inflation: Expected and unexpected shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 178-188.
- Trejo García, José Carlos & Venegas-Martínez, Francisco & Martínez-García, Miguel Ángel, 2014. "Measuring Inflation Aversion Levels in Mexico through a Social Loss Function (2000-2011)," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Universidad Panamericana, Escuela de Ciencias Económicas y Empresariales & Universidad de las Améric (ed.), Teoría Económica: un panorama contemporáneo, volume 1, chapter 11, pages 255-272, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Choi, Yoonseok, 2021. "Inflation dynamics, the role of inflation at different horizons and inflation uncertainty," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 649-662.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016.
"Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches,"
Working Papers
201683, University of Pretoria, Department of Economics.
- Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017. "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers 2017-13, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016.
"Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US,"
Working papers
2016-21, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
- Taniya Ghosh & Yadavindu Ajit, 2023. "Central bank transparency, the role of institutions and inflation persistence," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Roman Hušek & Tomáš Formánek, 2005. "Estimation of the Czech Republic Sacrifice Ratio for the Transition Period," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(1), pages 51-63.
- Gordon de Brouwer & James O'Regan, 1997. "Evaluating Simple Monetary-policy Rules for Australia," RBA Annual Conference Volume (Discontinued), in: Philip Lowe (ed.),Monetary Policy and Inflation Targeting, Reserve Bank of Australia.
- Richard Kwabi Ayisi & Joseph Adu, 2017. "Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation in Ghana," American Journal of Economics and Business Administration, Science Publications, vol. 8(2), pages 53-61, March.
- Aguirre, Idoia & Vázquez, Jesús, 2020. "Learning, parameter variability, and swings in US macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Jean-Jacques Durand & Marilyne Huchet-Bourdon & Julien Licheron, 2008.
"Sacrifice ratio dispersion within the Euro Zone: what can be learned about implementing a single monetary policy?,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 22(5), pages 601-621.
- Jean-Jacques Durand & Marilyne Huchet-Bourdon & Julien Licheron, 2005. "Sacrifice ratio dispersion within the Euro Zone: what can be learned about implementing a single monetary policy," Post-Print hal-02819747, HAL.
- Marilyne Huchet & Jean-Jacques Durand & Julien Licheron, 2008. "Sacrifice ratio dispersion within the Euro Zone:What can be learned about implementing a Single Monetary Policy?," Post-Print halshs-00143793, HAL.
- Jean-Jacques Durand & Marilyne Huchet & Julien Licheron, 2008. "Sacrifice ratio dispersion within the Euro Zone: what can be learned about implementing a single monetary policy," Post-Print hal-01462338, HAL.
- Giamattei, Marcus, 2015. "Cold Turkey vs. Gradualism - Evidence on Disinflation Strategies from a Laboratory Experiment," Passauer Diskussionspapiere, Volkswirtschaftliche Reihe V-67-15, University of Passau, Faculty of Business and Economics.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023.
"Does inattentiveness matter for DSGE modeling? An empirical investigation,"
Economic Modelling, Elsevier, vol. 118(C).
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021. "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers E2021/35, Cardiff University, Cardiff Business School, Economics Section.
- Xindi Wang & Zeshui Xu & Xinxin Wang & Marinko Skare, 2022. "A review of inflation from 1906 to 2022: a comprehensive analysis of inflation studies from a global perspective," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 595-631, September.
- Di Bartolomeo, Giovanni & Di Pietro, Marco & Beqiraj, Elton, 2020.
"Price and wage inflation persistence across countries and monetary regimes,"
Journal of International Money and Finance, Elsevier, vol. 109(C).
- Beqiraj Elton & Di Bartolomeo Giovanni & Di Pietro Marco, 2020. "Price and wage inflation persistence across countries and monetary regimes," wp.comunite 00150, Department of Communication, University of Teramo.
- Kozicki, Sharon & Tinsley, P.A., 2005.
"What do you expect? Imperfect policy credibility and tests of the expectations hypothesis,"
Journal of Monetary Economics, Elsevier, vol. 52(2), pages 421-447, March.
- Sharon Kozicki & Peter A. Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper RWP 01-02, Federal Reserve Bank of Kansas City.
- Tong, Bing, 2021. "The effects of capacity reduction policy under the interest rate peg in China," Journal of Asian Economics, Elsevier, vol. 74(C).
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
- Bilici, Berk & Çekin, Semih Emre, 2020. "Inflation persistence in Turkey: A TVP-estimation approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 64-69.
- Weshah Razzak, 1997. "The inflation-output trade-off: Is the Phillips Curve symmetric? A policy lesson from New Zealand," Reserve Bank of New Zealand Discussion Paper Series G97/2, Reserve Bank of New Zealand.
- Geronikolaou, George & Spyromitros, Eleftherios & Tsintzos, Panagiotis, 2020. "Progressive taxation and human capital as determinants of inflation persistence," Economic Modelling, Elsevier, vol. 88(C), pages 82-97.
- Zhu, Sheng & Kavanagh, Ella & O'Sullivan, Niall, 2021. "Uncovering the implicit short-term inflation target of the Bank of England," International Economics, Elsevier, vol. 167(C), pages 120-135.
- Yanli LI, Hongfeng PENG & Hongfeng PENG, 2013. "Inflation Persistence in Nine Latin American Countries: Panel SURKSS Test with a Fourier Function," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 132-143, October.
- Carlos Chaverri Morales & Carlos Torres Gutiérrez, 2013. "Inflationary Dynamics and Persistence in Costa Rica: Period 1953-2009," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Inflationary Dynamics, Persistence, and Prices and Wages Formation, edition 1, volume 1, chapter 3, pages 37-79, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021.
"Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(5), pages 289-310, December.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018. "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers 201869, University of Pretoria, Department of Economics.
- Carlos Chaverri Morales & Carlos Torres Gutiérrez, 2013. "Dinámica inflacionaria y persistencia en Costa Rica: periodo 1953-2009," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Dinámica inflacionaria, persistencia y formación de precios y salarios, edition 1, chapter 3, pages 43-90, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
- Michael T. Owyang & Howard J. Wall, 2004. "Structural breaks and regional disparities in the transmission of monetary policy," Working Papers 2003-008, Federal Reserve Bank of St. Louis.
- Dias, Daniel A. & Marques, Carlos Robalo, 2010.
"Using mean reversion as a measure of persistence,"
Economic Modelling, Elsevier, vol. 27(1), pages 262-273, January.
- Robalo Marques, Carlos & Dias, Daniel, 2005. "Using mean reversion as a measure of persistence," Working Paper Series 450, European Central Bank.
- Daniel Dias, 2005. "Using Mean Reversion as a Measure of Persistence," Working Papers w200503, Banco de Portugal, Economics and Research Department.
- Cecchetti, Stephen G & Rich, Robert W, 2001.
"Structural Estimates of the U.S. Sacrifice Ratio,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 416-427, October.
- Stephen G. Cecchetti & Robert W. Rich, 1999. "Structural estimates of the U.S. sacrifice ratio," Staff Reports 71, Federal Reserve Bank of New York.
- Rinke, Saskia & Busch, Marie & Leschinski, Christian, 2017. "Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates," Hannover Economic Papers (HEP) dp-584, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Carlos Humberto Cardona & Adriana Pontón & Eduardo Sarmiento, 1998.
"Evidencia Sobre Las Desinflaciones: Experiencia Internacional,"
Borradores de Economia
2650, Banco de la Republica.
- Carlos Humberto Cardona & Adriana Pontón & Eduardo Sarmiento, 1998. "Evidencia sobre las Desinflaciones: Experiencia Internacional," Borradores de Economia 102, Banco de la Republica de Colombia.
- Rivas-Aceves, Salvador & Castillo-Ramírez, Claudia Estrella & Venegas-Martínez, Francisco (ed.), 2014. "Teoría económica: un panorama contemporáneo," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, edition 1, volume 1, number 011, January.
- Chengsi Zhang, 2007. "Low Inflation, Pass‐through, and a Discrete Inflation‐targeting Framework for Monetary Policy in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 15(2), pages 59-73, March.
- Chengsi Zhang & Joel Clovis, 2009. "Modeling China Inflation Persistence," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 89-110, May.
- Kim, Daehwan & Moneta, Fabio, 2021. "Long-term foreign exchange risk premia and inflation risk," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Jim Granato & Melody Lo & M. C. Sunny Wong, 2010. "A Framework for Unifying Formal and Empirical Analysis," American Journal of Political Science, John Wiley & Sons, vol. 54(3), pages 783-797, July.
- Dinabandhu Sethi & Debashis Acharya, 2018. "Estimating Sectoral Disinflation Cost in India: Some Structural VAR Evidence," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 23-46, December.
- Wang, Miao & Wong, M.C. Sunny, 2005. "Learning dynamics in monetary policy: The robustness of an aggressive inflation stabilizing policy," Journal of Macroeconomics, Elsevier, vol. 27(1), pages 143-151, March.
- Jim Granato & Melody Lo & M. C. Sunny Wong, 2006. "Testing Monetary Policy Intentions in Open Economies," Southern Economic Journal, John Wiley & Sons, vol. 72(3), pages 730-746, January.