We investigate the dynamic properties of inflation in 20 OECD countries with a novel approach based on the autocorrelation function. We find evidence in favor of long memory and nonlinearity. Linear autoregressive models are shown to be misspecified
In this paper, we introduce two new definitions of pair-wise and multi-wise similarity between short...
This article studies inflation persistence with time-varying coefficient autoregressions for 12 cent...
This paper provides both theoretical insight as well as empirical evidence in support of the view th...
A stylized fact of U.S. inflation dynamics is one of extreme persistence and possible unit root beha...
This study examines inflation over one century of data for 29 countries based on fractional integrat...
Long memory and nonlinearity are two key features of some macroeconomic time series which are charac...
We analyse inflation and inflation differentials in the euro area allowing for long memory and a new...
This paper estimates a variety of models of inflation using quarterly data for the UK between 1965 a...
It has been argued by several authors that the inflationary dynamics in Brazil follow a unit root pr...
The statistical properties of inflation and, in particular, its degree of persistence and stability ...
We document that "persistent and lagged " inflation (with respect to output) is a world-wi...
This study tests for and models non-linearities in inflation deviations from the target in five OECD...
A stylized fact of U.S. inflation dynamics is one of extreme persistence and possible unit root beha...
This paper introduces a simple and easy to implement procedure to test for changes in persistence. T...
We study the behaviour of inflation in 39 countries for the period 1960-2007, by testing for the pre...
In this paper, we introduce two new definitions of pair-wise and multi-wise similarity between short...
This article studies inflation persistence with time-varying coefficient autoregressions for 12 cent...
This paper provides both theoretical insight as well as empirical evidence in support of the view th...
A stylized fact of U.S. inflation dynamics is one of extreme persistence and possible unit root beha...
This study examines inflation over one century of data for 29 countries based on fractional integrat...
Long memory and nonlinearity are two key features of some macroeconomic time series which are charac...
We analyse inflation and inflation differentials in the euro area allowing for long memory and a new...
This paper estimates a variety of models of inflation using quarterly data for the UK between 1965 a...
It has been argued by several authors that the inflationary dynamics in Brazil follow a unit root pr...
The statistical properties of inflation and, in particular, its degree of persistence and stability ...
We document that "persistent and lagged " inflation (with respect to output) is a world-wi...
This study tests for and models non-linearities in inflation deviations from the target in five OECD...
A stylized fact of U.S. inflation dynamics is one of extreme persistence and possible unit root beha...
This paper introduces a simple and easy to implement procedure to test for changes in persistence. T...
We study the behaviour of inflation in 39 countries for the period 1960-2007, by testing for the pre...
In this paper, we introduce two new definitions of pair-wise and multi-wise similarity between short...
This article studies inflation persistence with time-varying coefficient autoregressions for 12 cent...
This paper provides both theoretical insight as well as empirical evidence in support of the view th...
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