Browsing Department of Economics by Subject "JEL Classification Number: C22"

Now showing items 1-5 of 5

    • Data Revisions, Gradualism, and US Inflation Pressure in Real Time 
      Siklos, Pierre L.; Weymark, Diana N. (Vanderbilt University, 2008)
      Uncertainties associated with the informational content of real-time data and the impact of policy initiatives on expectations have been offered as rationales for gradualism in monetary policy. Our objective is to assess ...
    • Data Revisions, Gradualism, and US Inflation Pressure in Real Time 
      Siklos, Pierre L.; Weymark, Diana N. (Vanderbilt University, 2011)
      Uncertainties associated with the informational content of real-time data and the impact of policy initiatives on expectations have been offered as rationales for gradualism in monetary policy. Our objective is to assess ...
    • Exchange Rate Pass-Through and Inflation:A Nonlinear Time Series Analysis 
      Shintani, Mototsugu; Terada-Hagiwara, Akiko; Yabu, Tomoyoshi (Vanderbilt University, 2009)
      This paper investigates the relationship between the exchange rate pass-through (ERPT) and inflation by estimating a nonlinear time series model. Using a simple theoretical model of ERPT determination, we show that the ...
    • On the Long-Run Variance Ratio Test for a Unit Root 
      Cai, Ye; Shintani, Mototsugu (Vanderbilt University, 2005)
      This paper investigates the effects of consistent and inconsistent long-run variance estimation on a unit root test based on the generalization of the von Neumann ratio. The results from the Monte Carlo experiments suggest ...
    • Testing for a Unit Root against Transitional Autoregressive Models 
      Park, Joon Y.; Shintani, Mototsugu (Vanderbilt University, 2005)
      This paper considers the test of a unit root in transitional autoregressive models. In particular, we develop the asymptotic theory of the inf-t test for the null hypothesis of a unit root in a wide class of nonlinear ...