create a website

Changing Inflation Dynamics and Uncertainty in the United States. (2009). Miles, William ; Vijverberg, Chuping C.
In: Southern Economic Journal.
RePEc:wly:soecon:v:75:y:2009:i:3:p:736-749.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 30

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Alogoskoufis, George, and Ron Smith. 1991. The Phillips curve, the persistence of inflation, and the Lucas critique: Evidence from exchange rate regimes. American Economic Review 81:1254—75.

  2. Balke, Nathan S., and Thomas B. Fomby. 1991. Shifting trends, segmented trends, and infrequent permanent shocks. Journal of Monetary Economics 28:61—85.

  3. Ball, Laurence, and Niamh Sheridan. 2005. Does inflation targeting matter? In The inflation targeting debate, edited by Ben Bernanke and Michael Woodford. Chicago: University of Chicago Press, pp. 249—76.
    Paper not yet in RePEc: Add citation now
  4. Barro, Robert J. 1989. Interest rate targeting. Journal of Monetary Economics 23:3—30.

  5. Bollerslev, Tim. 1986. Generalized autoregressive conditional hetcroscedasticity. Journal of Econometrics 31:307—27.
    Paper not yet in RePEc: Add citation now
  6. Box, George, and Gwilym Jenkins. 1976. Time series analysis, forecasting and control. San Francisco: Holden Day.
    Paper not yet in RePEc: Add citation now
  7. Burdekin, Richard, and Pierre Siklos. 1999. Exchange rate regimes and inflation persistence: Does nothing else matter? Journal of Money, Credit, and Banking 31:235—47.

  8. Byrne, P. Joseph, and Philip E. Davis. 2004. Permanent and temporary inflation uncertainty and investment in the United States. Economics Letters 85:271—7.

  9. Cabellero, Ricardo. 1991. On the sign of the investment‐uncertainty relationship. American Economic Review 81:279—88.
    Paper not yet in RePEc: Add citation now
  10. Caporale, Tony, and Barbara McKiernan. 1997. High and variable inflation: Further evidence on the Friedman hypothesis. Economics Letters 54:65—8.

  11. Cecchetti, Stephen, and Guy Debelle. 2006. Has the inflation process changed? Economic Policy: A European Forum 21:312—52.

  12. Clark, Todd. 2003. Disaggregated evidence on the persistence of consumer price inflation. Federal Reserve Bank of Kansas City Working Paper No. 03‐11.
    Paper not yet in RePEc: Add citation now
  13. Cukierman, Alex, and Allan Meltzer. 1986. A theory of ambiguity, credibility and inflation under discretion and asymmetric information. Econometrica 54:1099—128.

  14. Curve ball. The Economist, September 28, 2006, 52.
    Paper not yet in RePEc: Add citation now
  15. Friedman, Milton. 1977. Nobel lecture: Inflation and unemployment. Journal of Political Economy 85:451—72.

  16. Glosten, Lawrence, Ravi Jagannathan, and David Runkle. 1993. On the relation between expected value and the volatility of the nominal excess return on stocks. Journal of Finance 48:1779—801.

  17. Grier, Kevin, and Mark Perry. 1998. On inflation and inflation uncertainty in the G‐7 countries. Journal of International Money and Finance 17:671—89.
    Paper not yet in RePEc: Add citation now
  18. Grier, Kevin, and Mark Perry. 2000. The effects of real and nominal uncertainty on inflation and output growth in the USA. Journal of Applied Econometrics 1:45—58.

  19. Grier, Kevin, Olan Henry, Nilss Olekalns, and Kalvinder Shields. 2004. The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics 19:551—65.

  20. Grier, Robin, and Kevin Grier. 2006. On the real effects of inflation and inflation uncertainty in Mexico. Journal of Development Economics 80:478—500.

  21. Hamilton, James. 1989. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57:357—84.

  22. Kim, Chang‐Jin, and Charles Nelson. 1999. State space models with regime switching. Cambridge, MA: MIT Press.
    Paper not yet in RePEc: Add citation now
  23. Kim, Chang‐Jin. 1993. Unobserved component time series models with Markov‐switching heteroskedasticity: Changes in regime and the link between inflation rates and inflation uncertainty. Journal of Business and Economic Statistics 11:341—9.

  24. Kontonikas, Alexandros. 2004. Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modeling. Economic Modeling 21:525—43.
    Paper not yet in RePEc: Add citation now
  25. Levin, Andrew, and Jeremy Piger. 2003. Is inflation persistence intrinsic in industrial economies. Federal Reserve Bank of St. Louis Working Paper 2002–2003.

  26. Mishkin, Frederic. 2007. Inflation dynamics. NBER Working Paper No. 13147.
    Paper not yet in RePEc: Add citation now
  27. Perron, Pierre. 1989. The great crash, the oil price shock and the unit root hypothesis. Econometrica 57:1361—401.

  28. Razin, Assaf, and Alon Binyamini. 2007. Flattened inflation‐output tradeoff and enhanced anti‐inflation policy: Outcome of globalization? NBER Working Paper No. 13280.

  29. Rogoff, Kenneth. 2007. The impact of globalization on monetary policy. In The new economic geography: Effects and policy implications. Symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, WY, August 24–26, 2006.
    Paper not yet in RePEc: Add citation now
  30. Thornton, John. 2007. The relationship between inflation and inflation uncertainty in emerging market economies. Southern Economic Journal 73:858—70.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070099.

    Full description at Econpapers || Download paper

  2. MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001. (2007). Santos, Carlos ; Oliveira, Maria Alberta.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:7:y:2007:i:1_5.

    Full description at Econpapers || Download paper

  3. Aggregate Wage Flexibility in Selected New EU Member States. (2007). Babecký, Jan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1916.

    Full description at Econpapers || Download paper

  4. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4756.

    Full description at Econpapers || Download paper

  5. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:529.

    Full description at Econpapers || Download paper

  6. Chronicles of a deflation unforetold. (2006). Velde, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-06-12.

    Full description at Econpapers || Download paper

  7. Aggregate Wage Flexibility in Selected New EU Member States. (2006). Babecký, Jan ; Babetskii, Ian.
    In: Working Papers.
    RePEc:cnb:wpaper:2006/1.

    Full description at Econpapers || Download paper

  8. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1650.

    Full description at Econpapers || Download paper

  9. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0602.

    Full description at Econpapers || Download paper

  10. UK monetary regimes and macroeconomic stylised facts. (2006). Benati, Luca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:290.

    Full description at Econpapers || Download paper

  11. How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects. (2005). Portugal Duarte, António ; Andrade, João.
    In: Method and Hist of Econ Thought.
    RePEc:wpa:wuwpmh:0505002.

    Full description at Econpapers || Download paper

  12. The persistence of inflation in OECD countries: A fractionally integrated approach. (2005). Mayoral, Laura.
    In: Economics Working Papers.
    RePEc:upf:upfgen:958.

    Full description at Econpapers || Download paper

  13. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach. (2005). Mayoral, Laura ; Gadea, María.
    In: MPRA Paper.
    RePEc:pra:mprapa:815.

    Full description at Econpapers || Download paper

  14. Optimal Monetary Policy under Hysteresis. (2005). Kapadia, Sujit.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:250.

    Full description at Econpapers || Download paper

  15. Inflation Persistence and Exchange Rate Regimes: Evidence from Developing Countries. (2005). Francisco, Manuela ; Bleaney, Michael.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:1/2005.

    Full description at Econpapers || Download paper

  16. Can Endogenous Changes in Price Flexibility Alter the Relative Welfare Performance of Exchange Rate Regimes?. (2005). Sutherland, Alan ; Senay, Ozge.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11092.

    Full description at Econpapers || Download paper

  17. Inflation Persistence under Semi-Fixed Exchange Rate Regimes:The European Evidence 1974-1998. (2004). Stam, Erik ; Kool, Clemens ; Clemens J. M. Kool, ; Lammertsma, Alex .
    In: Working Papers.
    RePEc:use:tkiwps:0404.

    Full description at Econpapers || Download paper

  18. Endogenous Price Flexibility, the Expenditure Switching Effect and Exchange Rate Regime Choice. (2004). Sutherland, Alan ; Senay, Ozge.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:68.

    Full description at Econpapers || Download paper

  19. Nonlinear inflation dynamics: evidence from the UK. (2004). Milas, Costas ; Martin, Christopher ; Arghyrou, Michael.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:59.

    Full description at Econpapers || Download paper

  20. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1196.

    Full description at Econpapers || Download paper

  21. Capital mobility and inflation persistence: theory and evidence from Greece. (2004). Sidiropoulos, Moise ; MOSCHOS, DEMETRIOS ; Karfakis, Costas.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:9:y:2004:i:2:p:125-133.

    Full description at Econpapers || Download paper

  22. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

    Full description at Econpapers || Download paper

  23. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

    Full description at Econpapers || Download paper

  24. Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data. (2004). Lazaretou, Sophia ; Hondroyiannis, George.
    In: Working Papers.
    RePEc:bog:wpaper:13.

    Full description at Econpapers || Download paper

  25. Monetary Policy for Inattentive Economies. (2003). Reis, Ricardo ; Mankiw, N. Gregory ; Ball, Laurence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9491.

    Full description at Econpapers || Download paper

  26. Monetary Policy for Inattentive Economies. (2003). Reis, Ricardo ; Mankiw, N. Gregory ; Ball, Laurence.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:491.

    Full description at Econpapers || Download paper

  27. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

    Full description at Econpapers || Download paper

  28. Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks. (2003). Timmermann, Allan ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_990.

    Full description at Econpapers || Download paper

  29. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_875.

    Full description at Econpapers || Download paper

  30. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0306.

    Full description at Econpapers || Download paper

  31. Greek Monetary Economics in Retrospect: The Adventures of the Drachma. (2003). Lazaretou, Sophia.
    In: Working Papers.
    RePEc:bog:wpaper:02.

    Full description at Econpapers || Download paper

  32. Credibility Of Monetary Regimes : Is Inflation Targeting Different?. (2002). Janssen, Norbert ; KUNTER, Kursat.
    In: Discussion Papers.
    RePEc:tcb:dpaper:0201.

    Full description at Econpapers || Download paper

  33. Central Bank Independence, Exchange Rate Policy and Inflation Persistence Empirical Evidence on Selected EMU Countries. (2001). Sidiropoulos, Moise ; Papadopoulos, Athanasios.
    In: Working Papers.
    RePEc:crt:wpaper:0107.

    Full description at Econpapers || Download paper

  34. Near-Rationality and Inflation in Two Monetary Regimes. (2000). Ball, Laurence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7988.

    Full description at Econpapers || Download paper

  35. Near-Rationality and Inflation in Two Monetary Regimes. (2000). Ball, Laurence.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:435.

    Full description at Econpapers || Download paper

  36. A Return to the Convertibility Principle? Monetary And Fiscal Regimes in Historical Perspective.. (2000). Jonung, Lars ; Bordo, Michael.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0415.

    Full description at Econpapers || Download paper

  37. Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:721.

    Full description at Econpapers || Download paper

  38. Currency Crisis and Unemployment: Sterling in 1931. (1998). Jeanne, Olivier ; Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6563.

    Full description at Econpapers || Download paper

  39. The Rise and Fall of a Barbarous Relic: The Role of Gold in the International Monetary SYstem. (1998). Eichengreen, Barry ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6436.

    Full description at Econpapers || Download paper

  40. Computation and Analysis of Multiple Structural-Change Models. (1998). Perron, Pierre ; Bai, Jushan.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9807.

    Full description at Econpapers || Download paper

  41. Capital Accumulation and Unemployment: A Tale of Two Continents. (1998). Moutos, Thomas ; Malley, Jim.
    In: Working Papers.
    RePEc:gla:glaewp:9820.

    Full description at Econpapers || Download paper

  42. Did the underlying behaviour of inflation change in the 1980s? A study of 17 countries. (1997). Anderton, Robert.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:133:y:1997:i:1:p:22-38.

    Full description at Econpapers || Download paper

  43. Monetary Regimes, Inflation And Monetary Reform: An Essay in Honor of Axel Leijonhufvud. (1996). Jonung, Lars ; Bordo, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:199407.

    Full description at Econpapers || Download paper

  44. The ERM and structural change in European labour markets: A study of 10 countries. (1995). Barrell, Ray ; Anderton, Robert.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:131:y:1995:i:1:p:47-66.

    Full description at Econpapers || Download paper

  45. Inflation and Wage Indexation in the Postwar U.S.. (1994). Holland, Steven .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9402001.

    Full description at Econpapers || Download paper

  46. Are there adverse real effects from monetary policy coordination? Some evidence from Austria, Belgium and the Netherlands. (1994). Tatom, John ; Proske, Dieter .
    In: Working Papers.
    RePEc:fip:fedlwp:1994-018.

    Full description at Econpapers || Download paper

  47. The federal funds rate as an indicator of monetary policy: evidence from the 1980s. (1994). Balke, Nathan ; Emery, Kenneth M..
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:1994:i:qi:p:1-15.

    Full description at Econpapers || Download paper

  48. The gold standard, Bretton Woods and other monetary regimes: a historical appraisal. (1993). Bordo, Michael.
    In: Review.
    RePEc:fip:fedlrv:y:1993:i:mar:p:123-191.

    Full description at Econpapers || Download paper

  49. Three Perspectives on the Bretton Woods System. (1992). Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4141.

    Full description at Econpapers || Download paper

  50. The Adjustment Mechanism. (1991). Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3943.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 15:41:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.