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Modeling US inflation dynamics: persistence and monetary policy regimes
16 references·3 citing·39 second hop
Modeling US inflation dynamics: persistence and monetary policy regimes (2008)Modeling US inflation dynamics: persisten…Taylor’s Rule and the Fed (2020)Taylor’s Rule and the FedThe persistence of inflation in the United States (2006)The persistence of inflation …Has Euro-Area Inflation Persistence Changed Over Time? (2005)Has Euro-Area Inflation Persi…Dealing with Structural Breaks (2005)Dealing with Structural BreaksIs Inflation Persistence Intrinsic in Industrial Economies? (2004)Is Inflation Persistence Intr…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…Approximate Asymptotic P Values for StructuraS-Change Tests (1997)Approximate Asymptotic P Valu…Inflation Persistence (1995)Inflation PersistenceApproximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Discretion versus policy rules in practice (1993)Discretion versus policy rule…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The dynamics of inflation: a study of a large number of countries (2011)The dynamics of inflation: a …The New Keynesian Phillips Curve of Rational Expectations: A Serial Correlation Extension (2010)The New Keynesian Phillips Cu…Inflation Uncertainty and Monetary Policy in China (2010)Inflation Uncertainty and Mon…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)Modelling Nonlinear Economic Time Series (2010)Structural breaks in time series (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Exchange Rate Pass-Through into Import Prices (2005)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)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)State-Space Models with Regime Switching (1999)Has the Business Cycle Changed and Why? (2002)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Has Monetary Policy Become More Effective? (2006)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Inflation Dynamics: A Structural Econometric Analysis (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)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

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 1995Inflation Persistence1,007 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2005Dealing with Structural Breaks701 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1997Approximate Asymptotic P Values for StructuraS-Change Tests520 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 2020Taylor’s Rule and the Fed397 cited
  • 2006The persistence of inflation in the United States351 cited
  • 2004Is Inflation Persistence Intrinsic in Industrial Economies?218 cited
  • 2005

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Has Euro-Area Inflation Persistence Changed Over Time?
197 cited

Cited by

  • 2010The New Keynesian Phillips Curve of Rational Expectations: A Serial Correlation Extension16 cited
  • 2010Inflation Uncertainty and Monetary Policy in China14 cited
  • 2011The dynamics of inflation: a study of a large number of countries14 cited