SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Measuring Inflation Persistence: A Structural Time Series Approach
16 references·16 citing·42 second hopsampled
Measuring Inflation Persistence: A Structural Time Series Approach (2010)Measuring Inflation Persistence: A Struct…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Sticky Information versus Sti…Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2001)Sticky Information Versus Sti…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Policy Rules for Inflation Targeting (1998)Policy Rules for Inflation Ta…Monetary policy rules in practice (1998)Monetary policy rules in prac…Inflation Persistence (1995)Inflation PersistenceDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2012)Macroprudential Policy, Count…A Macroeconomic Model with a Financial Sector (2012)A Macroeconomic Model with a …The Patterns and Determinants of Price Setting in the Belgian Industry (2010)The Patterns and Determinants…The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2010)The Bond Premium in a DSGE Mo…Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment (2010)Nominal Wage Rigidities in a …Monetary Policy, Asset Prices and Macroeconomic Conditions : A Panel-Var Study (2010)Monetary Policy, Asset Prices…Market Size, Competition and the Product Mix of Exporters (2010)Market Size, Competition and …How Wages Change: Micro Evidence from the International Wage Flexibility Project (2010)How Wages Change: Micro Evide…Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting (2010)Firm-Specific Production Fact…Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets (2010)Financial Intermediation Theo…Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach (2010)Financial (In)Stability, Supe…Assessing the Gap between Observed and Perceived Inflation in the Euro Area: Is the Credibility of the HICP at Stake? (2010)Assessing the Gap between Obs…A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts (2010)A Generalised Dynamic Factor …Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network (2007)Dynamic Order Submission Stra…Why Has U.S. Inflation Become Harder to Forecast? (2006)Why Has U.S. Inflation Become…The Response of Firms' Investment and Financing to Adverse Cash Flow Shocks: The Role of Bank Relationships (2006)The Response of Firms' Invest…Some International Evidence on Output-Inflation Tradeoffs. (1973)Aggregate Dynamics and Staggered Contracts (1980)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Inflation targeting as a monetary policy rule (1999)Federal Reserve Information and the Behavior of Interest Rates (2000)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Contribution to the Theory of Economic Growth (1956)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)Measuring the natural rate of interest: International trends and determinants (2017)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Econometric policy evaluation: A critique (1976)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Time Series Analysis: Forecasting and Control (1977)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Why Does Stock Market Volatility Change Over Time? (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Macroeconomic Expectations of Households and Professional Forecasters (2003)Real Wage Rigidities and the New Keynesian Model (2007)Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)The Quarterly Journal of Economics (2024)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Prices and unit labor costs: a new test of price stickiness (2002)Are Technology Improvements Contractionary? (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2002Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve2,302 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 1995Inflation Persistence1,007 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
  • 2001Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve688 cited
  • 1998Policy Rules for Inflation Targeting656 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • Cited by

    • 2012A Macroeconomic Model with a Financial Sector301 cited
    • 2010Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach225 cited
    • 2012Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments200 cited
    • 2010Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets156 cited
    • 2010The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks156 cited
    • 2010The Patterns and Determinants of Price Setting in the Belgian Industry151 cited
    • 2010Market Size, Competition and the Product Mix of Exporters150 cited
    • 2007Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network150 cited
    • 2010A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts148 cited
    • 2006Why Has U.S. Inflation Become Harder to Forecast?147 cited
    • 2010How Wages Change: Micro Evidence from the International Wage Flexibility Project138 cited
    • 2010Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting136 cited
    • 2010Assessing the Gap between Observed and Perceived Inflation in the Euro Area: Is the Credibility of the HICP at Stake?134 cited
    • 2006The Response of Firms' Investment and Financing to Adverse Cash Flow Shocks: The Role of Bank Relationships131 cited
    • 2010Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment130 cited
    • 2010Monetary Policy, Asset Prices and Macroeconomic Conditions : A Panel-Var Study129 cited