The 38 references without contexts in paper Christopher F. Baum, John Barkoulas, Mustafa Caglayan (1996) “Persistence in International Inflation Rates” / RePEc:boc:bocoec:333

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Ball, Laurence, and Stephen G. Cecchetti. 1990. Inflation and Journal of Applied Econometrics
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Barkoulas, John T., Christopher F. Baum, and Mustafa Caglayan. 1998. Fractional monetary dynamics.. In press.
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5
Barsky, Robert B. 1987. The Fisher hypothesis and the forecastibility and persistence of inflation.. 19:3-24.
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Brunner, Allan D., and Gregory D. Hess. 1993. Are higher levels of inflation less predictable? A state-dependent conditional heteroscedasticity approach.. 11(2):187-197.
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7
Canzoneri, Matthew, Robert Cumby, and Behzad Diba. 1996. Relative labor productivity and the real exchange rate in the long run: Evidence for a panel of OECD countries. NBER Workin
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Cheung, Yin-Wong, and Francis X. Diebold. 1994. On the maximumlikelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean.. 62:301316.
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Delgado, Miguel A., and Peter M. Robinson. 1994. New methods for the 20
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Diebold, Francis X., Steven Husted, and Mark Rush. 1991. Real exchange rat
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Fox, Robert, and Murad S. Taqqu. 1986. Large sample properties of parameter estimates for strongly dependent gaussian time-series. . 14:517-532.
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Fukuda, Shin-ichi, Hiroshi Teruyama, and Hiro Y. Toda. 1991. Inflation and price-wage dispersions in Japan. . 5:160-188.
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Granger, Clive W. J. 1980. Long memory relationships and the aggregation of dynamic models.. 25:227-238.
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Granger, Clive W.J., and Zhuanxin Ding. 1996. Varieties of long memory models.. 73:61-77.
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Hassler, Uwe, and Jurgen Wolters. 1995. Long memory in inflation rates: International evidence. 21 Annals of Statistics Journal of the Japanese and
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Kirchgassner, Gebhard, and Jurgen Wolters. 1993. Are real interest rates stable? An international comparison. In , edited by H. Schneeweiss and K. F. Zimmermann. Heidelberg:Physica-Verlag, pp. 214-238.
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MacDonald, Ronald, and P. D. Murphy. 1989. Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques.. 21:439-447.
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Oh, Keun-Yeob. 1996. Purchasing power parity and unit root tests usand Economic Statistics Studies in
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Applied Economics Journal of Monetary Economics Journal of International Money and Finance ing panel data.. 15(3):40522
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Ooms, Marius 1997. Long memory and seasonality in U.S. consumer price inflation: An empiric
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Ooms, Marius, and Uwe Hassler. 1997. A note on the effect of seasonal dummies on the periodogram regression.. 56:135141.
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Pedroni, Peter 1995. Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis. Unpublished paper 95-013, Department of Economics, Indiana Unive
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Phillips, Peter C. B., and Pierre Perron. 1988. Testing for a unit root in time series regression.. 75:335-346.
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Rogers, John H., and P. Wang. 1993. Sources of fluctuations in relative prices: Evidence from high inflation countries. . 75(4):589-605. 23 Economics and Statistics Jo
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41
Econometrics Rose, Andrew K. 1988. Is the real interest rate stable? . 43:1095-1112.
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Wickens, Michael, and Elias Tzavalis. 1992. Forecasting inflation from the term structure: A cointegration approach. Unpublished paper 13-92, London Business School, Centre of Economic Research.
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45
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