and persistence, especially in the case of CPI. Since the two variables have different degrees of integration in each of …

The persistence property of inflation is an important issue for not only economists, but, especially for central banks …, given that the degree of inflation persistence determines the extent to which central banks can control inflation. Further …, not only is the level of inflation persistence that is important in economic analyses, but also the question of whether …

-stationary series. This more general setup provides valuable information on the degree of persistence and mean-reverting properties of … their degree of persistence and cyclical behaviour. The results indicate that economic activity in the US is highly …

setup provides valuable information on the degree of persistence and mean-reverting properties of the series. Second, the …, Manufacturing, Personal Income) over the period from 1967 to 2019 in order to shed light on their degree of persistence and cyclical …

rate. As economic theory provides reasons for inflation persistence to differ across conditional quantiles, this is a …We examine both the degree and the structural stability of inflation persistence at different quantiles of the … conditional inflation distribution. Previous research focused exclusively on persistence at the conditional mean of the inflation …

rate. As economic theory provides reasons for inflation persistence to differ across conditional quantiles, this is a …We examine both the degree and the structural stability of inflation persistence at different quantiles of the … conditional inflation distribution. Previous research focused exclusively on persistence at the conditional mean of the inflation …