In this paper we evaluate inflation persistence in the U.S. using long range monthly and annual data. The importance of … inflation persistence is crucial to policy authorities and market participants, since the level of inflation persistence … found in the relevant literature, we evaluate inflation persistence through the nonparametric Hurst exponent within both a …

In this paper we evaluate inflation persistence in the U.S. using long range monthly and annual data. The importance of … inflation persistence is crucial to policy authorities and market participants, since the level of inflation persistence … generating process, in order to enhance the robustness of conclusions. Overall, we find that inflation persistence is high from …

Purpose – This paper seeks to assess the impact of monetary policy on house price inflation for the nine census … investigation show that house price inflation responds negatively to a positive monetary policy shock, suggesting that the framework … VARs. Research limitations/implications – The paper only considers house price inflation and ignores other housing market …