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Changes in the order of integration of US and UK inflation Author info | Abstract | Publisher info | Download info | Related research | Statistics Andreea Halunga
Denise Osborn
Marianne Sensier
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Paper provided by Economics, The University of Manchester in its series The School of Economics Discussion Paper Series with number
0715.
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Date of creation: 2007Date of revision:
Handle: RePEc:man:sespap:0715Contact details of provider: Postal: Manchester M13 9PL Phone: (0)161 275 4868 Fax: (0)161 275 4812 Web page: http://www.socialsciences.manchester.ac.uk/disciplines/economics/ More information through EDIRC
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Filippo Altissimo & Laurent Bilke & Andrew Levin & Thomas Mathä & Benoit Mojon, 2006.
"Sectoral and Aggregate Inflation Dynamics in the Euro Area ,"
Journal of the European Economic Association ,
MIT Press, vol. 4(2-3), pages 585-593, 04-05.
[Downloadable!] (restricted)
Bai, Jushan, 1997.
"Estimating Multiple Breaks One at a Time ,"
Econometric Theory ,
Cambridge University Press, vol. 13(03), pages 315-352, June.
[Downloadable!]
Other versions: Martin Evans & Paul Wachtel, 1993.
"Inflation regimes and the sources of inflation uncertainty ,"
Proceedings ,
Federal Reserve Bank of Cleveland, pages 475-520.
Giuseppe Cavaliere & A. M. Robert Taylor, 2006.
"Testing for a Change in Persistence in the Presence of a Volatility Shift ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 68(s1), pages 761-781, December.
[Downloadable!] (restricted)
Phillips, Peter C. B. & Jin, Sainan, 2002.
"The KPSS test with seasonal dummies ,"
Economics Letters ,
Elsevier, vol. 77(2), pages 239-243, October.
[Downloadable!] (restricted)
Other versions: Busetti, Fabio & Taylor, A. M. Robert, 2004.
"Tests of stationarity against a change in persistence ,"
Journal of Econometrics ,
Elsevier, vol. 123(1), pages 33-66, November.
[Downloadable!] (restricted)
Jushan Bai & Pierre Perron, 2003.
"Computation and analysis of multiple structural change models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
[Downloadable!]
Other versions: Stephen G. Cecchetti & Guy Debelle, 2006.
"Has the inflation process changed? ,"
Economic Policy ,
CEPR, CES, MSH, vol. 21(46), pages 311-352, 04.
[Downloadable!] (restricted)
Other versions: Wojciech W. Charemza & Daniela Hristova & Peter Burridge, 2005.
"Is inflation stationary? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(8), pages 901-903, May.
[Downloadable!] (restricted)
Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2006.
"Modified tests for a change in persistence ,"
Journal of Econometrics ,
Elsevier, vol. 134(2), pages 441-469, October.
[Downloadable!] (restricted)
Other versions: D R Osborn & M Sensier, 2004.
"Modelling UK Inflation: Persistence, Seasonality and Monetary Policy ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
46, Economics, The Univeristy of Manchester.
[Downloadable!]
Andrew T. Levin & Jeremy M. Piger, 2004.
"Is inflation persistence intrinsic in industrial economies? ,"
Working Paper Series
334, European Central Bank.
[Downloadable!]
Other versions: Timothy J. Vogelsang, 1998.
"Trend Function Hypothesis Testing in the Presence of Serial Correlation ,"
Econometrica ,
Econometric Society, vol. 66(1), pages 123-148, January.
repec:cup:etheor:v:13:y:1997:i:3:p:315-52 is not listed on IDEAS
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Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009.
"Structural Breaks in the International Transmission of Inflation ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
119, Economics, The Univeristy of Manchester.
[Downloadable!]
Charemza, Wojciech & Makarova, Svetlana, 2009.
"Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis ,"
Journal for Economic Forecasting ,
Institute for Economic Forecasting, vol. 6(2), pages 5-22, June.
[Downloadable!]
Mardi Dungey & Denise R Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
121, Economics, The Univeristy of Manchester.
[Downloadable!]
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