The 2 linked references in paper Christopher F. Baum, John Barkoulas, Mustafa Caglayan (1996) “Persistence in International Inflation Rates” / RePEc:boc:bocoec:333

  1. Barsky, Robert B. 1987. The Fisher hypothesis and the forecastibility and persistence of inflation.. 19:3-24.
  2. Applied Econometrics Journal of Econometrics