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The Determinants of Relative Price Variability: further evidence from argentina
16 references·0 citing·37 second hop
The Determinants of Relative Price Variability: further evidence from argentina (2008)The Determinants of Relative Price Variab…The Relationship between Relative Prices and the General Price Level (2016)The Relationship between Rela…Inflation, inflation uncertainty, and relative price dispersion: Evidence from bivariate GARCH-M models (1996)Inflation, inflation uncertai…Inflation and Relative Price Variability in the Short and Long Run: New Evidence from the United States (1996)Inflation and Relative Price …The Behavior of Prices and Inflation: An Empirical Analysis of Disaggregat Price Data (1992)The Behavior of Prices and In…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Price Dispersion and Inflation: Evidence from Israel (1988)Price Dispersion and Inflatio…Relative Price Variability and Inflation: A Disaggregated Analysis (1987)Relative Price Variability an…Relative price variability and inflation: A survey and further results (1983)Relative price variability an…Relative price variability and inflation in the United States and Germany (1982)Relative price variability an…Relative Shocks, Relative Price Variability, and Inflation (1981)Relative Shocks, Relative Pri…Money and the Dispersion of Relative Prices (1980)Money and the Dispersion of R…Inflation and Relative Price Variability (1978)Inflation and Relative Price …Rational expectations and the role of monetary policy (1976)Rational expectations and the…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…Expectations and the neutrality of money (1972)Expectations and the neutrali…Econometric policy evaluation: A critique (1976)Measuring Core Inflation (1993)Relative-Price Changes as Aggregate Supply Shocks (1995)The variation of certain speculative prices (1997)Essays in Positive Economics. (1954)Rules, discretion and reputation in a model of monetary policy (1983)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Role of Monetary Policy (1995)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Magnitude of Menu Costs: Direct Evidence from Large U. S. Supermarket Chains (1997)Menu Costs and Phillips Curves (2007)Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)The Explanation of Productivity Change (1967)Real Wages, Employment, and Inflation (1969)Towards an understanding of the costs of inflation: II (1981)Risk, Inflation, and the Stock Market (1983)The Elusive Costs of Inflation: Price Dispersion during the U.S. Great Inflation* (2018)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Irreversibility, Uncertainty, and Cyclical Investment (1980)International Norm Dynamics and Political Change (1998)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)The econometric analysis of models with risk terms (1988)Atheoretical macroeconometrics: A critique (1985)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Vector Autoregressions and Reality (2002)
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References

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  • 1996Inflation, inflation uncertainty, and relative price dispersion: Evidence from bivariate GARCH-M models100 cited
  • 1983

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Relative price variability and inflation: A survey and further results
91 cited
  • 1982Relative price variability and inflation in the United States and Germany82 cited
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