Noncausality and inflation persistence
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Publication:2687883
Recommendations
- The changing dynamics of US inflation persistence: a quantile regression approach
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Cites work
- A floor and ceiling model of US output
- Absorption of shocks in nonlinear autoregressive models
- Autoregression-based estimation of the New Keynesian Phillips curve
- DSGE models with Student-\(t\) errors
- Impulse response analysis in nonlinear multivariate models
- Maximum likelihood estimation for all-pass time series models
- Maximum likelihood estimation for noncausal autoregressive processes
- Noncausal autoregressions for economic time series
- Noncausal vector autoregression
- Noncausality and asset pricing
Cited in
(9)- Noncausal autoregressions for economic time series
- The changing dynamics of US inflation persistence: a quantile regression approach
- Inflation Persistence
- A new test of the inflation-real marginal cost relationship: ARDL bounds approach
- Modeling U.S. inflation dynamics: a Bayesian nonparametric approach
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998
- Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
- Predictable non-linearities in U.S. inflation
- Nonparametric modeling for the time-varying persistence of inflation
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