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Inflation persistence and structural breaks : the experience of inflation targeting countries and the US

Canarella, Giorgio; Miller, Stephen M. - 2016

Persistent link: https://www.econbiz.de/10011547692

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

Inflation persistence before and after inflation targeting : a fractional integration approach

Canarella, Giorgio; Miller, Stephen M. - In: Eastern economic journal 43 (2017) 1, pp. 78-103

Persistent link: https://www.econbiz.de/10012238865

Inflation targeting : new evidence from fractional integration and cointegration

Canarella, Giorgio; Miller, Stephen M. - 2016

Persistent link: https://www.econbiz.de/10011547550

Policy rules, regime switches, and trend inflation : an empirical investigation for the United States

Castelnuovo, Efrem; Greco, Luciano; Raggi, Davide - In: Macroeconomic dynamics 18 (2014) 4, pp. 920-942

Persistent link: https://www.econbiz.de/10010467417

Policy rules, regime switches, and trend inflation : an empirical investigation for the U.S.

Castelnuovo, Efrem; Greco, Luciano; Raggi, Davide - 2010

, and time-varying trend inflation using post-WWII U.S. data. The model embedding the stochastic target performs better in … policy aggressiveness and inflation gap persistence. …

Persistent link: https://www.econbiz.de/10011739880

Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model

Andersson, Fredrik N. G.; Li, Yushu - In: Computational economics 55 (2020) 2, pp. 529-549

Persistent link: https://www.econbiz.de/10012223649

A new structural break model, with an application to Canadian inflation forecasting

Maheu, John M.; Song, Yong - In: International journal of forecasting 30 (2013) 1, pp. 144-160

Persistent link: https://www.econbiz.de/10010246985

A new model of inflation, trend inflation, and long-run inflation expectations

Chan, Joshua; Clark, Todd E.; Koop, Gary - 2015

Persistent link: https://www.econbiz.de/10011386660

Trend inflation in Sweden

Österholm, Pär; Poon, Aubrey - 2022

data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the …In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using … period - although in general at a level below the inflation target - and it does not appear to have been affected much by the …

Persistent link: https://www.econbiz.de/10012818429