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Is there a unit root in inflation?

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Author Info
Henry, Olan T.
Shields, Kalvinder

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File URL: http://www.sciencedirect.com/science/article/B6X4M-4D16S30-1/2/9984c77ec1f82a841f105fa3f03f6c39
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Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 26 (2004)
Issue (Month): 3 (September)
Pages: 481-500
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Handle: RePEc:eee:jmacro:v:26:y:2004:i:3:p:481-500

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Web page: http://www.elsevier.com/locate/inca/622617

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  1. Penelope Smith, 2006. "Bayesian Inference for a Threshold Autoregression with a Unit Root," Melbourne Institute Working Paper Series wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  2. Eva Vicente Martinez, 2006. "Properties Of Two U.S. Inflation Measures (1985-2005)," Statistics and Econometrics Working Papers ws066818, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  3. Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
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  4. Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," Working Papers 2009/2, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
  5. Thomas Maag, 2008. "Economic Correlates of Suicide Rates in OECD Countries," KOF Working papers 08-207, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
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