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On the persistence of prices in Mexico : a fractional integration approach

Ventosa-Santaulària, Daniel; Gómez-Zaldívar, Manuel; … - In: Applied economics 49 (2017) 60, pp. 6014-6023

Persistent link: https://www.econbiz.de/10011845899

Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility

Mertens, Elmar; Nason, James Michael - 2018 - Current draft: February 16, 2018

Persistent link: https://www.econbiz.de/10011867086

Do seasonal adjustments induce noncausal dynamics in inflation rates?

Hecq, Alain W. J.; Telg, Sean; Lieb, Lenard - In: Econometrics : open access journal 5 (2017) 4, pp. 1-22

time series driven by expectation relationships. We consider inflation data on the G7 countries to illustrate these results. …

Persistent link: https://www.econbiz.de/10011781868

Changes in persistence, spurious regressions and the Fisher hypothesis

Kruse, Robinson; Ventosa-Santaulària, Daniel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011708765

Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach

Osman, Mohamed - In: Applied economics 53 (2021) 8, pp. 913-923

Persistent link: https://www.econbiz.de/10012425441

Low-frequency relationship between money growth and inflation in Turkey

Tastan, Huseyin; Sahin, Sercin - In: Quantitative finance and economics 4 (2020) 1, pp. 91-120

Persistent link: https://www.econbiz.de/10012176730

The relationship between the inflation rate and the unemployment rate in Poland and their long-term associations with selected macroeconomic variables

Koterwa, Jan; Kycia, Hubert; Czapkiewicz, Anna - In: Managerial economics 24 (2023) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10014556710

Forecasting under long memory

Hassler, Uwe; Pohle, Marc-Oliver - In: Journal of financial econometrics 21 (2023) 3, pp. 742-778

Persistent link: https://www.econbiz.de/10014314818

Trade openness and inflation rate in China : empirical evidence from time series data

Ṭāhir, Muḥammad; Norulazidah Omar Ali; Naseem, Imran; … - In: Economies : open access journal 11 (2023) 10, pp. 1-10

This study empirically examines the influence of trade openness on the rate of inflation by focusing on the Chinese … impacted the rate of inflation not only negatively but also significantly. This means that trade openness could be used as a … tool to fight against higher inflation. Similarly, government expenditure, economic growth, exchange rate and money supply …

Persistent link: https://www.econbiz.de/10014433332

Diffusion indexes

Stock, James H.; Watson, Mark W. - 1998

Persistent link: https://www.econbiz.de/10000674170