The inflation rates may accelerate after all: panel evidence from 19 OECD economies

Keywords

Unit root, Econometrics, Inflation (cosmology), Economics, Estimator

References

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• Nonlinear IV Unit Root Tests in Panels with Cross-Sectional DependencyYoosoon Chang — 2002
• Unit root tests in panel data: asymptotic and finite-sample propertiesAndrew Levin, Chien‐Fu Lin, Chia-Shang James Chu — 2002
• Mean Reversion of Inflation Rates: Evidence from 13 OECD CountriesHsiu‐Yun Lee, Jyh‐Lin Wu — 2001
• Multivariate Unit root Tests of the PPP HypothesisRenato G. Flôres, Philippe Jorion, Pierre-Yves Preumont — 1999
• Panel unit root tests and real exchange ratesRonald MacDonald — 1996
• Inference for unit roots in dynamic panels where the time dimension is fixedRichard Harris, Elias Tzavalis — 1999
• Staggered prices in a utility-maximizing frameworkGuillermo A. Calvo — 1983
• What would nominal GNP targetting do to the business cycleJohn B. Taylor — 1985
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• Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond MarketWilliam J. Crowder, Mark E. Wohar — 1997
• Trends and random walks in macroeconmic time series: Some evidence and implicationsCharles R. Nelson, Charles R. Plosser — 1982
• Inflation and Uncertainty at Short and Long HorizonsLaurence Ball, Stephen G. Cecchetti, Robert J. Gordon — 1990

Cited by

• A Revisit to the Stationarity of OECD Inflation: Evidence from Panel Unit‐Root Tests and the Covariate Point Optimal TestChing‐Chuan Tsong, Cheng-Feng Lee, Chien‐Chiang Lee — 2012
• Hysteresis in Unemployment: Evidence from OECD CountriesShu-Ching Huang — 2011
• TESTING FOR STATIONARITY OF INFLATION RATES WITH COVARIATESChing‐Chuan Tsong, Cheng‐Feng Lee — 2010
• Revisiting the mean reversion of inflation rates for 22 OECD countriesTsangyao Chang, Omid Ranjbar, D.P. Tang — 2013
• Asymmetric inflation dynamics: Evidence from quantile regression analysisChing‐Chuan Tsong, Cheng-Feng Lee — 2011
• Bootstrapping covariate stationarity tests for inflation ratesCheng-Feng Lee, Ching‐Chuan Tsong — 2009
• FURTHER EVIDENCE ON REAL INTEREST RATE EQUALIZATION: PANEL INFORMATION, NON‐LINEARITIES AND STRUCTURAL CHANGESChing‐Chuan Tsong, Cheng‐Feng Lee — 2013
• The relationship between corporate social responsibility and corporate performance: evidence from the US semiconductor industryWen‐Min Lu, Wei‐Kang Wang, Hsiao-Lan Lee — 2013
• Nonlinearity and stationarity of inflation rates: evidence from the euro-zone countriesSu Zhou — 2013
• Energy consumption at the state level: The unit root null hypothesis from AustraliaParesh Kumar Narayan, Seema Narayan, Stephan Popp — 2010
• The asymmetry of inflation adjustment in TurkeySerkan Çiçek, Cüneyt Akar — 2013
• Threshold, smooth transition and mean reversion in inflation: New evidence from European countriesShyh‐Wei Chen, Chi-Sheng Hsu — 2016
• Are Inflation Rates Stationary in 11 Mediterranean Countries? Evidence from Univariate and Panel Unit Root TestsBurcu Özcan — 2013
• The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistenceLuis A. Gil-Alaña, Andrea Mervar, James E. Payne — 2017
• Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian CountriesShyh‐Wei Chen, Chi-Sheng Hsu — 2016
• Re-Examining the Mean Reversion of Inflation Rate in ECOWASDrama Bédi Guy Hervé — 2018
• A Study of Testing Mean Reversion in the Inflation Rate of Iran’s Provinces: New Evidence Using Quantile Unit Root TestArash Hadizadeh — 2020
• Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries: an eclectic approachMohamed Osman — 2020
• Inflation shocks: quantile unit root inference for panel data with cross-correlations*Şaban Nazlıoğlu, Doğukan Tarakçi, Çağın Karul — 2026
• The asymmetric inflation dynamics in LATAM: Evidence from a quantile regression approachJosé Aguilar, Romina Garibay, Ricardo Quineche — 2024

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