We are indebted to James Hamilton for his guidance and Katsumi Shimotsu for helpful discussion. We would also like to thank Takeo Hoshi, Bruce Lehmann, Masahito Kobayashi, Laura Kodres, Keiji Nagai, Raghu Rajan, Ken Rogoff, Yixiao Sun, Masahiko Takeda, Allan Timmermann, Kenichi Ueda, and seminar participants at the IMF, the Yokohama National University and the University of Tokyo for discussions and comments.
Dynamics of Persistence in International Inflation Rates
Version of Record online: 28 AUG 2007
Journal of Money, Credit and Banking
Volume 39, Issue 6, pages 1457–1479, September 2007
How to Cite
KUMAR, M. S. and OKIMOTO, T. (2007), Dynamics of Persistence in International Inflation Rates. Journal of Money, Credit and Banking, 39: 1457–1479. doi: 10.1111/j.1538-4616.2007.00074.x
- Issue online: 28 AUG 2007
- Version of Record online: 28 AUG 2007
- Received July 5, 2005; and accepted in revised form May 23, 2006.
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