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

by Anindya Banerjee & Lynne Cockerell & Bill Russell

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  1. Giancarlo Bertocco, 2005. "The Role of credit in a Keynesian monetary economy," Review of Political Economy, Taylor & Francis Journals, vol. 17(4), pages 489-511.
  2. 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.
  3. 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.
  4. 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).
  5. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working Papers 1208, University of Nevada, Las Vegas , Department of Economics.
  6. Bruneau, C. & De bandt, O. & Flageollet, A., 2004. "Inflation and the Markup in the Euro Area," Working papers 114, Banque de France.
  7. Gomez-Biscarri, Javier & Hualde, Javier, 2015. "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, vol. 184(2), pages 280-294.
  8. Sule Akkoyunlu & Boriss Siliverstovs, 2014. "Does the law of one price hold in a high-inflation environment? A tale of two cities in Turkey," Applied Economics, Taylor & Francis Journals, vol. 46(26), pages 3236-3245, September.
  9. Banerjee, Anindya & Russell, Bill, 2005. "Inflation and measures of the markup," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 289-306, June.
  10. Bill Russell & Dooruj Rambaccussing, 2016. "Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve," Dundee Discussion Papers in Economics 294, Economic Studies, University of Dundee.
  11. Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2006. "Testing for Multicointegration in Panel Data with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
  12. 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.
  13. 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.
  14. 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.
  15. Anindya Banerjee & Bill Russell, 2002. "A Markup Model for Forecasting Inflation for the Euro," Dundee Discussion Papers in Economics 129, Economic Studies, University of Dundee.
  16. Clemens Kool & Alex Lammertsma, 2005. "Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998," Open Economies Review, Springer, vol. 16(1), pages 51-76, January.
  17. Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 232, Economic Studies, University of Dundee.
  18. Espasa, Antoni & Albacete, Rebeca, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.
  19. Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335.
  20. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
  21. 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.
  22. 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.
  23. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2014. "Purchasing Power Parity Between the UK and Germany: The Euro Era," Open Economies Review, Springer, vol. 25(4), pages 677-699, September.
  24. Fabrizio Coricelli & Bostjan Jazbec & Igor Masten, 2004. "Linfluence du régime de change sur linflation dans les pays adhérents," Économie et Prévision, Programme National Persée, vol. 163(2), pages 51-61.
  25. Jinquan Liu & Tingguo Zheng & Jianli Sui, 2008. "Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty," Psychometrika, Springer;The Psychometric Society, vol. 3(2), pages 240-254, June.
  26. Sekine, Toshitaka, 2009. "Another look at global disinflation," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 220-239, June.
  27. 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.
  28. Anindya Banerjee & Bill Russell, 2006. "A markup model for forecasting inflation for the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 495-511.
  29. Christian Dreger & Manuel Artís & Rosina Moreno & Raúl Ramos & Jordi Suriñach, 2007. "Study on the feasibility of a tool to measure the macroeconomic impact of structural reforms," European Economy - Economic Papers 2008 - 2015 272, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  30. Belkhouja, Mustapha & Mootamri, Imene, 2016. "Long memory and structural change in the G7 inflation dynamics," Economic Modelling, Elsevier, vol. 54(C), pages 450-462.
  31. 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.
  32. 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.
  33. David F. Hendry, 2001. "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 255-275.
  34. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
  35. Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
  36. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-30, January-J.
  37. Boriss Siliverstovs, 2006. "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, vol. 38(7), pages 819-833.
  38. Sule Akkoyunlu & Boriss Siliverstovs, 2010. "Does the Law of One Price Hold in a High-Inflation Environment?," KOF Working papers 10-248, KOF Swiss Economic Institute, ETH Zurich.
  39. Kongsted, Hans Christian, 2005. "Testing the nominal-to-real transformation," Journal of Econometrics, Elsevier, vol. 124(2), pages 205-225, February.
  40. Martina Alexová, 2012. "What determines inflation?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(4), pages 345-369.
  41. Hans Christian Kongsted & Heino Bohn Nielsen, 2004. "Analysing I(2) Systems by Transformed Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 379-397, 07.
  42. Fabrizio Coricelli & Bo??tjan 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.
  43. Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics.
  44. Zhou, Y., 2014. "Essays on habit formation and inflation hedging," Other publications TiSEM 4886da12-1b84-4fd9-aa07-3, Tilburg University, School of Economics and Management.
  45. Víctor Olivo, 2003. "Taylor Rules and Inflation Targeting do not Work with Systematic Foreign Exchange Market Intervention," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 51-67, January-J.
  46. Bill Russell, 2006. "Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy," Dundee Discussion Papers in Economics 191, Economic Studies, University of Dundee.
  47. 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.
  48. Prudence Serju, 2003. "Monetary Conditions and Core Inflation: an Application of Neural Networks," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 31-50, January-J.
  49. 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, vol. 28(2), pages 456-476.
  50. Albacete, Rebeca & Espasa, Antoni, 2004. "Econometric modelling for short-term inflation forecasting in the EMU," DES - Working Papers. Statistics and Econometrics. WS ws034309, Universidad Carlos III de Madrid. Departamento de Estadística.
  51. Erik de Regt, 2009. "Hourly wages and working time in the Dutch market sector 1962-1995," Applied Economics, Taylor & Francis Journals, vol. 41(6), pages 765-778.
  52. Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 57-69, March.
  53. Bill Russell, 2002. "The Long Run Relationships among Price Variability, Inflation and the Markup," Dundee Discussion Papers in Economics 127, Economic Studies, University of Dundee.
  54. Carlos José García T. & Jorge Enrique Restrepo, 2003. "Price Inflation and Exchange Rate Pass-Trough in Chile," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 69-88, January-J.
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