Pourgerami, A. and K. Maskus, (1987). “The effects of inflation on the predictability
of price changes in Latin America: some estimates and policy implications”. World
Development, Vol. 15 (2), 287-290.
Saikkonen, P. and H. Lütkepohl, (2002). Testing for a unit root in a time series with a
level shift at unknown time, Econometric Theory 18: 313-348.
Shuetrim, G. and C. Thompson , (2003) “The Implications of Uncertainty for
Monetary Policy”. Economic Record, Vol. 79, pp. 370-379, September
Soderstrom,U., (2002). “Monetary Policy with uncertain parameters”. The
Scandinavian Journal of Economics, Vol. 104 (1), 125-145.
Stock, J.H. and M.W. Watson (1999): “Forecasting Inflation”, Journal of Monetary
Economics, Vol. 44, 293-335 .
Trichet J.-C., (2004) Testimony before the Committee on economic and monetary
affairs of the European Parliament, 16 February 2004
Ungar, M., and B. Zilberfarb, (1993). “Inflation and its unpredictability - theory and
empirical evidence”. Journal of Money, Credit, and Banking, 25 (4), 709-720.
Wilfling, B.(2004), “Measuring FX market perceptions of EMU via regime-switching
models”. Mimeo, Westfalishce Wilhelms-Universitat Munster, Munster, Germany.
Wilfling, B. and W. Maennig (2001), “Exchange rate dynamics in anticipation of
time-contingent regime switching: modelling the effects of a possible delay”, Journal
of International Money and Finance, 20, 91-113.
20