method is based on the comparison of standard log-periodogram regression estimation of the memory parameter with its tapered … parameter under the null, and is therefore estimated by bootstrapping. The test is applied to inflation rates of three …

The paper focuses on the measurement of the NAIRU (Non-Accelerating-Inflation-Rate-of-Unemployment) for the euro area … at the aggregate level. After reviewing the theoretical framework underlying the most common estimation approaches, it …, methodologies and choice of the inflation indicator. They also show significant inflation forecasting ability and are able to …

This paper studies inflation persistence with time-varying coefficient autoregressions for twelve central European … countries,in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high … inflation. Since the oil price shocks, inflation persistence has declined both in the US and euro-area. In most central and …

This article studies inflation persistence with time-varying coefficient autoregressions for twelve central European … countries, in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high … inflation. Since the oil price shocks, inflation persistence has declined both in the US and the euro-area. In most central and …

method is based on the comparison of standard log-periodogram regression estimation of the memory parameter with its tapered … parameter under the null, and is therefore estimated by bootstrapping. The test is applied to inflation rates of three …

quantile function of consumption the persistence of shocks are lower than that predicted by the PIH. This asymmetry is …

Short-term analysis is generally performed with seasonally adjusted data from which further estimation of the business …, because seasonal adjustment and trend-cycle estimation do not share the same methodological framework, a fact which could … Nelson decompositions. We show that estimation of the various components of a given time series is feasible once the location …

duration estimators can be used for the estimation and forecasting of the integrated variance of an underlying semi …