Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum

Author:

Antonakakis Nikolaos,Christou Christina,Gil-Alana Luis A.,Gupta Rangan

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference14 articles.

1. Inflation Targeting: a three-decade perspective;Abo-Zaid;J. Pol. Model.,2012

2. Integrated Inflation Targeting - Another Perspective from the Developing World;Agénor,2019

3. Re-evaluating the effectiveness of inflation targeting;Ardakani;J. Econ. Dynam. Contr.,2018

4. The quefrency analysis of time series for echoes: cepstrum, pseudo-autocovariance, cross-cepstrum, and saphe cracking;Bogert,1963

5. Inflation persistence before and after inflation targeting: a fractional integration approach;Canarella;E. Econ. J.,2017

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