Advanced Search
MyIDEAS: Login

Citations for "An I(2) Analysis of Inflation and the Markup"

by Anindya Banerjee & Lynne Cockerell & Bill Russell

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 1(1), pages 57-69, March.
  2. Heino Nielsen & Christopher Bowdler, 2006. "Inflation adjustment in the open economy: an I(2) analysis of UK prices," Empirical Economics, Springer, Springer, vol. 31(3), pages 569-586, September.
  3. Rebeca Albacete & Antoni Espasa, 2005. "Forecasting Inflation In The Euro Area Using Monthly Time Series Models And Quarterly Econometric Models," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws050401, Universidad Carlos III, Departamento de Estadística y Econometría.
  4. Sule Akkoyunlu & Boriss Siliverstovs, 2010. "Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey," KOF Working papers 10-248, KOF Swiss Economic Institute, ETH Zurich.
  5. Bertocco Giancarlo, 2002. "The role of credit in a Keynesian monetary economy," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0222, Department of Economics, University of Insubria.
  6. Boriss Siliverstovs, 2006. "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(7), pages 819-833.
  7. Bill Russell, 2006. "Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 191, Economic Studies, University of Dundee.
  8. Anindya Banerjee & Bill Russell, 2002. "A Markup Model for Forecasting Inflation for the Euro," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 129, Economic Studies, University of Dundee.
  9. Banerjee, Anindya & Mizen, Paul & Russell, Bill, 2007. "Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom," Economic Modelling, Elsevier, vol. 24(1), pages 82-100, January.
  10. Cerqueti, Roy & Costantini, Mauro, 2005. "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers esdp05027, University of Molise, Dept. EGSeI.
  11. Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," Discussion Papers, Department of Economics, University of Birmingham 10-14, Department of Economics, University of Birmingham.
  12. Erik de Regt, 2009. "Hourly wages and working time in the Dutch market sector 1962-1995," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(6), pages 765-778.
  13. Banerjee, Anindya & Russell, Bill, 2005. "Inflation and measures of the markup," Journal of Macroeconomics, Elsevier, Elsevier, vol. 27(2), pages 289-306, June.
  14. Thórarinn G. Pétursson, 2002. "Wage and price formation in a small open Economy: Evidence from Iceland," Economics wp16_thorarinn, Department of Economics, Central bank of Iceland.
  15. Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
  16. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, Elsevier, vol. 128(1), pages 31-68, September.
  17. Toshitaka Sekine, 2009. "Another look at global disinflation," BIS Working Papers 283, Bank for International Settlements.
  18. Víctor Tiberio Olivo, 2003. "Taylor Rules and Inflation Targeting do not Work with Systematic Foreign Exchange Market Intervention," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 51-67, January-J.
  19. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, Elsevier, vol. 132(1), pages 143-168, May.
  20. Clemens Kool & Alex Lammertsma, 2005. "Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998," Open Economies Review, Springer, Springer, vol. 16(1), pages 51-76, January.
  21. Igor Masten & Bostjan Jazbec & Fabrizio Coricelli, 2004. "L’influence du régime de change sur l’inflation dans les pays adhérents," Économie et Prévision, Programme National Persée, vol. 163(2), pages 51-61.
  22. Melisso Boschi & Alessandro Girardi, 2007. "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 9-24.
  23. Bruneau, C. & De bandt, O. & Flageollet, A., 2004. "Inflation and the Markup in the Euro Area," Working papers, Banque de France 114, Banque de France.
  24. Jinquan Liu & Tingguo Zheng & Jianli Sui, 2008. "Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty," Psychometrika, Springer, vol. 3(2), pages 240-254, June.
  25. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics 1208, University of Nevada, Las Vegas , Department of Economics.
  26. Boriss Siliverstovs & Sule Akkoyunlu, 2011. "Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey," EcoMod2011 3139, EcoMod.
  27. Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers, European University Institute ECO2006/16, European University Institute.
  28. Crôtte, Amado & Noland, Robert B. & Graham, Daniel J., 2010. "An analysis of gasoline demand elasticities at the national and local levels in Mexico," Energy Policy, Elsevier, vol. 38(8), pages 4445-4456, August.
  29. Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics.
  30. Bill Russell, 2002. "The Long Run Relationships among Price Variability, Inflation and the Markup," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 127, Economic Studies, University of Dundee.
  31. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-30, January-J.
  32. Fabrizio Coricelli & Boštjan Jazbec & Igor Masten, 2004. "Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through," William Davidson Institute Working Papers Series 2004-674, William Davidson Institute at the University of Michigan.
  33. Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006. "Testing for multicointegration in panel data with common factors," Working Papers in Economics 160, Universitat de Barcelona. Espai de Recerca en Economia.
  34. Vincenzo Cassino & Richard Thornton, 2002. "Do changes in structural factors explain movements in the equilibrium rate of unemployment?," Bank of England working papers 153, Bank of England.
  35. Boschi, Melisso & Girardi, Alessandro, 2005. "Does one monetary policy fit all? the determinants of inflation in EMU countries," MPRA Paper 28554, University Library of Munich, Germany.
  36. Janine Aron & John Muellbauer, 2007. "Inflation dynamics and trade openness: with an application to South Africa," Economics Series Working Papers WPS/2007-11, University of Oxford, Department of Economics.
  37. Sharif Hossain, Md., 2011. "Panel estimation for CO2 emissions, energy consumption, economic growth, trade openness and urbanization of newly industrialized countries," Energy Policy, Elsevier, vol. 39(11), pages 6991-6999.
  38. Martina Alexová, 2012. "Inflation drivers in new EU members," Working and Discussion Papers, Research Department, National Bank of Slovakia WP 6/2012, Research Department, National Bank of Slovakia.
  39. Joyeux, Roselyne & Ripple, Ronald D., 2007. "Household energy consumption versus income and relative standard of living: A panel approach," Energy Policy, Elsevier, vol. 35(1), pages 50-60, January.
  40. Kongsted, Hans Christian, 2005. "Testing the nominal-to-real transformation," Journal of Econometrics, Elsevier, Elsevier, vol. 124(2), pages 205-225, February.
  41. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, Elsevier, vol. 28(2), pages 456-476.
  42. Carlos José García T. & Jorge Enrique Restrepo, 2003. "Price Inflation and Exchange Rate Pass-Trough in Chile," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 69-88, January-J.
  43. Antoni Espasa & Rebeca Albacete, 2004. "Econometric Modelling For Short-Term Inflation Forecasting In The Emu," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws034309, Universidad Carlos III, Departamento de Estadística y Econometría.
  44. Prudence Serju, 2003. "Monetary Conditions and Core Inflation: an Application of Neural Networks," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 31-50, January-J.
  45. Regt,E.R.,de, 2004. "Hourly wages and working time in the Dutch market sector 1962-1995," Research Memorandum 028, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  46. Nielsen, Heino Bohn, 2007. "A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions," Economics Letters, Elsevier, vol. 94(3), pages 445-451, March.
  47. C.J.M. Kool & A. Lammertsma, 2004. "Inflation Persistence under Semi-Fixed Exchange Rate Regimes:The European Evidence 1974-1998," Working Papers, Utrecht School of Economics 04-04, Utrecht School of Economics.
  48. Christian Dreger & Manuel Art�s & Rosina Moreno & Raúl Ramos & Jordi Suri�ach, 2007. "Study on the feasibility of a tool to measure the macroeconomic impact of structural reforms," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 272, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  49. David F. Hendry, 2001. "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 16(3), pages 255-275.