Exchange rate regimes and shifts in inflation persistence: Does nothing else matter?

Journal of Money, Credit and Banking

Volumn 31, Issue 2, 1999, Pages 235-247

  Burdekin, Richard C K ^a   Siklos, Pierre L ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033470811     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.2307/2601231     Document Type: Article

References (23)

1. Alogoskoufis, George S. "Monetary Accommodation, Exchange Rate Regimes, and Inflation Persistence." Economic Journal 102 (May 1992), 461-80.
2. Alogoskoufis, George S., and Ron Smith. "The Phillips Curve, the Persistence of Inflation, and the Lucas Critique: Evidence from Exchange-Rate Regimes." American Economic Review 81 (December 1991), 1254-75.
3. Bai, Jushan. "Estimating Multiple Breaks One at a Time." Econometric Theory 13 (June 1997), 315-52.
4. Bai, Jushan, and Pierre Perron. "Estimating and Testing Linear Models with Multiple Structural Changes." Mimeo, Université de Montréal, November 1995.
5. _. "Estimating and Testing Linear Models with Multiple Structural Changes." Econometrica 66 (January 1998), 47-78.
6. Burdekin, Richard C. K., and Paul Burkett. Distributional Conflict and Inflation: Theoretical and Historical Perspectives. London: Macmillan, 1996.
7. Capie, Forrest H., Terence C. Mills, and Geoffrey E. Wood. "Central Bank Dependence and Inflation Performance: An Exploratory Data Analysis." In Varieties of Monetary Reforms: Lessons and Experiences on the Road to Monetary Union, edited by Pierre L. Siklos, pp. 95-131. Boston, Mass.: Kluwer Academic Publishers, 1994.
8. Dezhbakhsh, Hashem. "The Inappropriate Use of Serial Correlation Tests in Dynamic Linear Models." Review of Economics and Statistics 72 (February 1990), 126-32.
9. Elliott, Graham, Thomas J. Rothenberg, and James H. Stock. "Efficient Tests for an Autoregressive Unit Root." Econometrica 64 (July 1996), 813-36.
10. Johnson, David R., and Pierre L. Siklos. "Political and Economic Determinants of Interest Rate Behavior: Are Central Banks Different?" Economic Inquiry 34 (October 1996), 708-29.
11. Laney, Leroy O., and Thomas D. Willett. "The International Liquidity Explosion and Worldwide Inflation: The Evidence from Sterilization Coefficient Estimates." Journal of International Money and Finance 1 (August 1982), 141-52.
12. Leacy, F. H., M. C. Urquhart, and K.A.H. Buckley, eds. Historical Statistics of Canada, 2d edition. Ottawa, Ontario: Statistics Canada, 1983.
13. Lucas, Robert E., Jr. "Econometric Policy Evaluation: A Critique." In The Phillips Curve and Labor Markets, edited by Karl Brunner and Allan H. Meltzer, pp. 19-46. Amsterdam: North-Holland, 1976.
14. Mitchell, B. R. International Historical Statistics: Europe 1750-1988, 3rd edition. New York: Stockton Press, 1992.
15. Perron, Pierre. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis." Econometrica 57 (November 1989), 1361-1401.
16. _. "Non-Stationarities and Non-Linearities in Canadian Inflation." In Economic Behavior and Policy Choice under Price Stability, pp. 235-91. Ottawa, Ontario: Bank of Canada, 1993.
17. Perron, Pierre, and Timothy J. Vogelsang. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity." Journal of Business and Economic Statistics 10 (July 1992), 301-20.
18. Rymes, Thomas K. "On the Coyne-Rasminsky Directive and Responsibility for Monetary Policy in Canada." In Varieties of Monetary Reforms: Lessons and Experiences on the Road to Monetary Union, edited by Pierre L. Siklos, pp. 351-66. Boston, Mass.: Kluwer Academic Publishers, 1994.
19. Siklos, Pierre L. "Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986." Journal of Money, Credit, and Banking 25 (August 1993), 377-92.
20. Stock, James H. "Confidence Intervals for the Largest Autoregressive Root in U.S. Macroeconomic Time Series." Journal of Monetary Economics 28 (December 1991), 435-59.
21. Urquhart, M. C., and K.A.H. Buckley, eds. Historical Statistics of Canada. Toronto, Ontario: Macmillan of Canada, 1965.
22. U.S. Bureau of the Census. Historical Statistics of the United States, Colonial Times to 1970. Washington, D.C.: U.S. Government Printing Office, 1975.
23. Zivot, Eric, and Donald W. K. Andrews. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis." Journal of Business and Economic Statistics 10 (July 1992), 251-70.