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The joint dynamics of inflation, unemployment and interest rate in the United States since 1980

Ribba, Antonio - In: Empirical Economics 31 (2006) 2, pp. 497-511

Persistent link: https://www.econbiz.de/10005166714

Are Hodrick-Prescott `forecasts' rational?

Easaw, J. Z.; Heravi, S. M.; Ash, J. C. K.; Smyth, D. J. - In: Empirical Economics 27 (2002) 4, pp. 631-643

annual US inflation data. Our conclusion is that while the HP series are not fully rational in the sense of Muth (1961), they …

Persistent link: https://www.econbiz.de/10005382408

Do reductions in black market exchange rate premia cause inflation?

Larue, Bruno; Gervais, Jean-Philippe - In: Empirical Economics 26 (2001) 3, pp. 525-551

implicit export taxes could force governments to raise inflation to finance their budget deficit. Park (1995) and Morris (1995 …) demonstrated that unification need not raise the steady-state level of inflation. In this paper, we investigate the inflation … from Argentina and Peru tends to support Park and Morris' post-unification low inflation scenario. In contrast, the …

Persistent link: https://www.econbiz.de/10005382443

The inflation and inflation uncertainty relationship for Turkey: a dynamic framework

Berument, M.; Yalcin, Yeliz; Yildirim, Julide - In: Empirical Economics 41 (2011) 2, pp. 293-309

Persistent link: https://www.econbiz.de/10009324860

Standard and seasonal long memory in volatility: an application to Spanish inflation

Arteche, Josu - In: Empirical Economics 42 (2012) 3, pp. 693-712

Persistent link: https://www.econbiz.de/10010557883

Does extracting inflation from stock returns solve the purchasing power parity puzzle?

Chen, Shiu-Sheng - In: Empirical Economics 42 (2012) 3, pp. 1097-1105

Persistent link: https://www.econbiz.de/10010557890

Forecasting inflation and tracking monetary policy in the euro area: does national information help?

Cristadoro, Riccardo; Saporito, Giuseppe; Venditti, Fabrizio - In: Empirical Economics 44 (2013) 3, pp. 1065-1086

moves. In this paper we use the Generalized Dynamic Factor Model to develop a set of core inflation indicators that …

Persistent link: https://www.econbiz.de/10010845923

Understanding and forecasting aggregate and disaggregate price dynamics

Bermingham, Colin; Antonello D’Agostino - In: Empirical Economics 46 (2014) 2, pp. 765-788

There are doubts regarding the empirical benefits of forecast aggregation. Theoretical research clearly supports forecast aggregation but conflicting results exist in the empirical literature. We search the literature for empirical regularities. One important issue often cited is estimation...

Persistent link: https://www.econbiz.de/10010758680

Inflation adjustment in the open economy: an I(2) analysis of UK prices

Nielsen, Heino; Bowdler, Christopher - In: Empirical Economics 31 (2006) 3, pp. 569-586

Persistent link: https://www.econbiz.de/10005758463

Wealth effects on money demand in the euro area

Boone, Laurence; Noord, Paul - In: Empirical Economics 34 (2008) 3, pp. 525-536

Persistent link: https://www.econbiz.de/10005759494