Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
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- Heino Nielsen & Christopher Bowdler, 2006. "Inflation adjustment in the open economy: an I(2) analysis of UK prices," Empirical Economics, Springer, vol. 31(3), pages 569-586, September.
References listed on IDEAS
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Citations
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Cited by:
- Bowdler, Christopher, 2009.
"Openness, exchange rate regimes and the Phillips curve,"
Journal of International Money and Finance,
Elsevier, vol. 28(1), pages 148-160, February.
- Christopher Bowdler, 2005. "Openness, exchange rate regimes and the Phillips curve," Economics Papers 2005-W25, Economics Group, Nuffield College, University of Oxford.
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009.
"An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application,"
Discussion Papers
09-13, University of Copenhagen. Department of Economics.
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application," CREATES Research Papers 2009-28, Department of Economics and Business Economics, Aarhus University.
- Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016.
"Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs,"
Applied Economics,
Taylor & Francis Journals, vol. 48(38), pages 3665-3678, August.
- Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013. "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Christopher Bowdler, 2005. "Openness, exchange rate regimes and the Phillips curve," Economics Series Working Papers 2005-W25, University of Oxford, Department of Economics.
- Christopher Bowdler & Luca Nunziata, 2004. "Labour Markets Institutions and Inflation Performance: Evidence from OECD panel data," Money Macro and Finance (MMF) Research Group Conference 2004 29, Money Macro and Finance Research Group.
More about this item
Keywords
I(2); Impulse response analysis; Inflation; Import price shock;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F0 - International Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2003-03-25 (All new papers)
- NEP-MAC-2003-03-25 (Macroeconomics)
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