We apply classical econometric method to characterize the dynamic behavior of the quarter-on-quarter inflation over the … inflation series and as well as for the consumer price inflation at representative product groups level, taking into account the … influence of structural breaks in the mean of inflation on the level of persistence. We find strong evidence for a break in the …

We use cointegration tests that determine endogenously the regime shift to test for bilateral inflation rate … breaks, only for seven of the fourteen countries examined we find evidence of a long run relationship between their inflation … rates and the German inflation rate. In contrast, our innovative approach provides strong evidence in favour of such …

recent advances in precision-based algorithms, is developed. Our results for several measures of U.S. inflation indicate that … estimates of trend inflation. …

examined by Ding, Granger and Engle (1993) that suggests that ARFIMA models estimated using a variety of standard estimation … rolling estimation schemes. The strongest evidence in favor of ARFIMA models arises when various transformations of 5 major …