Relative inflation dynamics in the new EU member countries of Central and Eastern Europe

HK Nath, K Tochkov - Empirical Economics, 2013 - Springer
Following their EU accession, the new member countries from Central and Eastern Europe
(CEE) must achieve sustainable price stability as one of the pre-conditions for joining the …

Structural breaks in inflation dynamics within the European Monetary Union

T Windberger, A Zeileis - Eastern European Economics, 2014 - Taylor & Francis
To assess the effects of the European Monetary Union on the inflation rate dynamics of its
member states, the inflation rate series for twenty-one European countries are investigated …

The autoregressive metric for comparing time series models

D Piccolo - Statistica, 2010 - rivista-statistica.unibo.it
The Autoregressive metric was firstly introduced in 1983 as a tool for choosing a
representative element from a large collection of time series and for clustering temporal …

Food price inflation rates in the Euro zone: Distribution dynamics and convergence analysis

A Liontakis - Economics Research International, 2012 - Wiley Online Library
It is widely recognized that inflation as a monetary phenomenon is determined by money
supply changes. In the short run, however, several factors may lead to inflation rate …

Does European Monetary Union make inflation dynamics more uniform?

SM Iacus, G Porro - Applied Economics Letters, 2014 - Taylor & Francis
Using a non-parametric method to characterize Markovian operators, we describe the
evolution of the short-run inflation processes among the EMU countries between 1996 and …

Comparing multistep ahead forecasting functions for time series clustering

M Corduas, G Ragozini - Classification,(Big) Data Analysis and Statistical …, 2018 - Springer
The autoregressive metric between ARIMA processes has been originally introduced as the
Euclidean distance between the AR weights of the one-step-ahead forecasting functions …

Tests for cointegration rank and the initial condition

N Ahlgren, M Juselius - Empirical Economics, 2012 - Springer
Many economic events involve initial observations that substantially deviate from long-run
steady state. Such initial conditions are known to affect the power of univariate unit root tests …

[PDF][PDF] Universita degli Studi di Milano

S Iacus, G Porro - 2013 - academia.edu
Using a nonparametric method to characterize Markovian operators, we describe the
evolution of the short-run inflation processes among the EMU countries between 1996 and …

[PDF][PDF] Texas Christian University Texas Christian University Department of Economics Department of Economics

HK Nath, K Tochkov - 2011 - Citeseer
Following their EU accession, the new member countries from Central and Eastern Europe
(CEE) must achieve sustainable price stability as one of the pre-conditions for joining the …