Nothing Special   »   [go: up one dir, main page]

create a website
Testing for infrequent permanent shocks: is the US inflation rate stationary?. (2007). Fujihara, Roger A..
In: Applied Financial Economics.
RePEc:taf:apfiec:v:17:y:2007:i:12:p:951-960.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 21

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. Balke, Nathan S. ; Fomby, Thomas B.. (1991). Shifting trends, segmented trends, and infrequent permanent shocks. In: Journal of Monetary Economics, 28 1 pp. 61-85.

  2. Balke, Nathan S.. (1993). Detecting Level Shifts in Time Series. In: Journal of Business & Economic Statistics, 11 1 pp. 81.

  3. Banerjee, Anindya ; Lumsdaine, Robin L. ; Stock, James H.. (1992). Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. In: Journal of Business & Economic Statistics, 10 3 pp. 271.

  4. Barsky, Robert B.. (1987). The Fisher hypothesis and the forecastability and persistence of inflation. In: Journal of Monetary Economics, 19 1 pp. 3-24.

  5. Bryden E, 1994. In: Federal Reserve Bank of Cleveland Economic Review Quarter, (1), 31
    Paper not yet in RePEc: Add citation now
  6. Burdekin, Richard C. K. ; Siklos, Pierre L.. (1999). Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?. In: Journal of Money, Credit and Banking, 31 2 pp. 235.

  7. Culver, Sarah E. ; Papell, David H.. (1997). Is there a unit root in the inflation rate? Evidence from sequential break and panel data models. In: J. Appl. Econ., 12 4 pp. 435-444.

  8. Dickey, David A. ; Fuller, Wayne A.. (1981). Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. In: Econometrica, 49 4 pp. 1057.

  9. Diebold FX, 1988. Empirical Modeling of Exchange Rate Dynamics
    Paper not yet in RePEc: Add citation now
  10. Hassler, Uwe ; Wolters, Jürgen ; Wolters, Jurgen. (1995). Long Memory in Inflation Rates: International Evidence. In: Journal of Business & Economic Statistics, 13 1 pp. 37.

  11. Huizinga, John ; Mishkin, Frederic S.. (1986). Monetary policy regime shifts and the unusual behavior of real interest rates. In: Carnegie-Rochester Conference Series on Public Policy, 24 pp. 231-274.

  12. Kwiatkowski, Denis ; Phillips, Peter C.B. ; Schmidt, Peter ; Shin, Yongcheol. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. In: Journal of Econometrics, 54 1-3 pp. 159-178.
    Paper not yet in RePEc: Add citation now
  13. Lown CS, 1997. Federal Reserve Bank of New York Economic Policy Review
    Paper not yet in RePEc: Add citation now
  14. Mishkin, Frederic S.. (1992). Is the Fisher effect for real?. In: Journal of Monetary Economics, 30 2 pp. 195-215.
    Paper not yet in RePEc: Add citation now
  15. Perron, Pierre ; Vogelsang, Timothy J.. (1992). Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics, 10 3 pp. 301.

  16. Perron, Pierre. (1989). The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica, 57 6 pp. 1361.

  17. PHILLIPS, PETER C. B. ; PERRON, PIERRE. (1988). Testing for a unit root in time series regression. In: Biometrika, 75 2 pp. 335-346.
    Paper not yet in RePEc: Add citation now
  18. Rose, Andrew K.. (1988). Is the Real Interest Rate Stable?. In: The Journal of Finance, 43 5 pp. 1095.

  19. Schwarz, Gideon. (1978). Estimating the Dimension of a Model. In: Ann. Statist., 6 2 pp. 461-464.
    Paper not yet in RePEc: Add citation now
  20. Tsay, Ruey S.. (1988). Outliers, level shifts, and variance changes in time series. In: J. Forecast., 7 1 pp. 1-20.
    Paper not yet in RePEc: Add citation now
  21. Zivot, Eric ; Andrews, Donald W. K.. (1992). Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. In: Journal of Business & Economic Statistics, 10 3 pp. 251.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-03186891.

    Full description at Econpapers || Download paper

  2. Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darné, Olivier ; CHARLES, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00952951.

    Full description at Econpapers || Download paper

  3. Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Ferrara, Laurent ; Darné, Olivier ; CHARLES, Amelie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-21.

    Full description at Econpapers || Download paper

  4. Do large recessions reduce output permanently?. (2013). Wolters, Maik ; Hosseinkouchack, Mehdi.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79881.

    Full description at Econpapers || Download paper

  5. Do large recessions reduce output permanently?. (2013). Wolters, Maik ; Hosseinkouchack, Mehdi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:3:p:516-519.

    Full description at Econpapers || Download paper

  6. Do large recessions reduce output permanently?. (2012). Wolters, Maik ; Hosseinkouchack, Mehdi.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201216.

    Full description at Econpapers || Download paper

  7. Trends and random walks in macroeconomic time series: A reappraisal. (2012). Darné, Olivier ; CHARLES, Amelie.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:1:p:167-180.

    Full description at Econpapers || Download paper

  8. Large shocks in U.S. macroeconomic time series: 1860-1988. (2011). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771828.

    Full description at Econpapers || Download paper

  9. Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. (2011). Lopez, Claude ; Kejriwal, Mohitosh.
    In: Working papers.
    RePEc:bfr:banfra:334.

    Full description at Econpapers || Download paper

  10. Effets des points aberrants sur les tests de normalité et de linéarité. Applications à la bourse de Tokyo. (2010). El Montasser, Ghassen ; Houfi, Mohamed Ali .
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:13:y:2010:i:36:p:15-51.

    Full description at Econpapers || Download paper

  11. Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. (2010). Lopez, Claude ; Kejriwal, Mohitosh.
    In: MPRA Paper.
    RePEc:pra:mprapa:25204.

    Full description at Econpapers || Download paper

  12. Large shocks in U.S. macroeconomic time series: 1860–1988. (2009). Darné, Olivier ; CHARLES, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00422502.

    Full description at Econpapers || Download paper

  13. The uncertain unit root in real GNP: A re-examination. (2009). Darné, Olivier ; Darne, Olivier.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:1:p:153-166.

    Full description at Econpapers || Download paper

  14. Are output growth-rate distributions fat-tailed? some evidence from OECD countries. (2008). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:5:p:639-669.

    Full description at Econpapers || Download paper

  15. The impact of outliers on transitory and permanent components in macroeconomic time series. (2008). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00765362.

    Full description at Econpapers || Download paper

  16. Random walk and breaking trend in financial series: An econometric critique of unit root tests. (2008). Saadi, Samir ; Rahman, Abdul.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:3:p:204-212.

    Full description at Econpapers || Download paper

  17. The impact of outliers on transitory and permanent components in macroeconomic time series. (2008). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2008:i:60:p:1-9.

    Full description at Econpapers || Download paper

  18. The impact of outliers on transitory and permanent components in macroeconomic time series. (2008). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c20064.

    Full description at Econpapers || Download paper

  19. Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries. (2006). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio.
    In: Working Papers.
    RePEc:ver:wpaper:36/2006.

    Full description at Econpapers || Download paper

  20. Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries. (2006). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2006/23.

    Full description at Econpapers || Download paper

  21. Are output growth-rate distributions fat-tailed? Some evidence from OECD countries. (2006). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Krafft, Jackie.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/9848.

    Full description at Econpapers || Download paper

  22. Are output growth-rate distributions fat-tailed? Some evidence from OECD countries. (2006). Roventini, Andrea ; Napoletano, Mauro ; Krafft, Jackie.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/9848.

    Full description at Econpapers || Download paper

  23. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698.

    Full description at Econpapers || Download paper

  24. How can we define the concept of long memory ? An econometric survey,. (2005). GUEGAN, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00179343.

    Full description at Econpapers || Download paper

  25. Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis. (2005). DIEBOLT, Claude ; Darné, Olivier ; Darne, Olivier.
    In: Working Papers.
    RePEc:afc:wpaper:05-06.

    Full description at Econpapers || Download paper

  26. Exchange rate regime classification and real performances: new empirical evidence. (2004). Darné, Olivier ; Ripoll-Bresson, Laetitia ; Darne, Olivier.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:21.

    Full description at Econpapers || Download paper

  27. Unit roots and infrequent large shocks: new international evidence on output. (2004). DIEBOLT, Claude ; Darné, Olivier ; Darne, Olivier.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:7:p:1449-1465.

    Full description at Econpapers || Download paper

  28. A contemporary analysis of Mexican stock market volatility. (2003). Walz, Daniel T. ; Spencer, Roger W. ; Gonzalez, Jorge G..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:741-745.

    Full description at Econpapers || Download paper

  29. International evidence on the connection between business cycles and economic growth. (2003). Elmer, Anne Marie ; Pedersen, Torben Mark.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:25:y:2003:i:2:p:255-275.

    Full description at Econpapers || Download paper

  30. How cannibalistic is the internet channel? A study of the newspaper industry in the United Kingdom and the Netherlands. (2002). Geyskens, Inge ; Deleersnyder, B. ; Dekimpe, M. G. ; Gielens, K. J. P., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:16dcb25c-7ea9-4c75-bdf6-5784803d7013.

    Full description at Econpapers || Download paper

  31. How Cannibalistic is the Internet Channel?. (2002). Geyskens, Inge ; Deleersnyder, B. ; Dekimpe, M. G. ; Gielens, K..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:171.

    Full description at Econpapers || Download paper

  32. Markov regime switching and unit root tests. (2001). Piger, Jeremy ; Nelson, Charles ; Zivot, Eric .
    In: Working Papers.
    RePEc:fip:fedlwp:2001-013.

    Full description at Econpapers || Download paper

  33. Outliers in eleven Finnish macroeconomic time series. (2001). Tolvi, Jussi .
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:14:y:2001:i:1:p:14-32.

    Full description at Econpapers || Download paper

  34. Structural breaks, ARIMA model and Finnish inflation forecasts. (2001). Junttila, Juha.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:2:p:203-230.

    Full description at Econpapers || Download paper

  35. Long Memory and Regime Switching. (2000). Inoue, Atsushi ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0264.

    Full description at Econpapers || Download paper

  36. Markov regime-switching and unit root tests. (2000). Zivot, Eric ; Piger, Jeremy ; Nelson, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:683.

    Full description at Econpapers || Download paper

  37. The uncertain trend in U.S. GDP. (2000). Nelson, Charles ; Murray, Christian J..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:46:y:2000:i:1:p:79-95.

    Full description at Econpapers || Download paper

  38. Unit Root Tests in the Presence of Markov Regime-Switching. (1999). Piger, Jeremy ; Nelson, Charles ; Zivot, Eric .
    In: Working Papers.
    RePEc:udb:wpaper:0040.

    Full description at Econpapers || Download paper

  39. Unit Root Tests in the Presence of Markov Regime-Switching. (1999). Piger, Jeremy ; Nelson, Charles ; Zivot, Eric .
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0040.

    Full description at Econpapers || Download paper

  40. Structural breaks in parallel markets?: the case of Nigeria, 1980-1993. (1999). Teriba, Ayo ; Evans, Lynne ; Ashworth, John .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:58:y:1999:i:1:p:255-264.

    Full description at Econpapers || Download paper

  41. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Working Papers.
    RePEc:udb:wpaper:0074.

    Full description at Econpapers || Download paper

  42. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

    Full description at Econpapers || Download paper

  43. Testing for a unit root in time series with trend breaks. (1996). Lee, Jim.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:18:y:1996:i:3:p:503-519.

    Full description at Econpapers || Download paper

  44. Testing for structural breaks in cointegrated relationships. (1996). Nason, James ; Gregory, Allan ; Watt, David G..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:71:y:1996:i:1-2:p:321-341.

    Full description at Econpapers || Download paper

  45. Forecasting in the presence of large shocks. (1996). Phillips, Robert.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:20:y:1996:i:9-10:p:1581-1608.

    Full description at Econpapers || Download paper

  46. Measuring business cycles with business-cycle models. (1996). Smith, Gregor ; Gregory, Allan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:20:y:1996:i:6-7:p:1007-1025.

    Full description at Econpapers || Download paper

  47. Does it matter how monetary policy is implemented?. (1995). Hein, Scott ; Haslag, Joseph.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:35:y:1995:i:2:p:359-386.

    Full description at Econpapers || Download paper

  48. Forecasts of inflation for VAR models. (1994). Webb, Roy H..
    In: Working Paper.
    RePEc:fip:fedrwp:94-08.

    Full description at Econpapers || Download paper

  49. The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique. (1992). Ozatay, Fatih.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9208.

    Full description at Econpapers || Download paper

  50. A Bayesian Analysis of Trend Determination in Economic Time Series. (1991). Zivot, Eric ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1002.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-29 23:58:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.