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Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation *
16 references·16 citing·46 second hopsampled
Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation * (2013)Inflation Dynamics and Time-Varying Volat…Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Really Uncertain Business Cycles (2012)Really Uncertain Business Cyc…Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Matters: The Real Effect…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? * (2008)State-Dependent or Time-Depen…Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Five Facts about Prices: A Re…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Menu Costs and Phillips Curves (2007)Menu Costs and Phillips CurvesExchange Rate Pass-Through into Import Prices (2005)Exchange Rate Pass-Through in…Some Evidence on the Importance of Sticky Prices (2004)Some Evidence on the Importan…Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets (2004)Managerial and Customer Costs…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output (1999)State-Dependent Pricing and t…Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…Menu Costs and the Neutrality of Money (1987)Menu Costs and the Neutrality…Finite state markov-chain approximations to univariate and vector autoregressions (1986)Finite state markov-chain app…The Effect of Macroeconomic Uncertainty on Firm Decisions (2023)The Effect of Macroeconomic U…Mortgage Prepayment and Path-Dependent Effects of Monetary Policy (2021)Mortgage Prepayment and Path-…A Macroeconomic Model With Financially Constrained Producers and Intermediaries (2021)A Macroeconomic Model With Fi…Changing Business Dynamism and Productivity: Shocks versus Responsiveness (2020)Changing Business Dynamism an…Financial Dampening (2019)Financial DampeningEmployment effects of unconventional monetary policy: Evidence from QE (2019)Employment effects of unconve…Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation (2018)Uncertainty-dependent effects…The Elusive Costs of Inflation: Price Dispersion during the U.S. Great Inflation* (2018)The Elusive Costs of Inflatio…Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News (2018)Slow to Hire, Quick to Fire: …House Prices, Local Demand, and Retail Prices (2018)House Prices, Local Demand, a…Uncertainty Traps* (2017)Uncertainty Traps*House Prices and Consumer Spending (2017)House Prices and Consumer Spe…The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach (2016)The Real Effects of Monetary …The Aggregate Implications of Regional Business Cycles (2016)The Aggregate Implications of…Nominal Rigidities and Asset Pricing (2015)Nominal Rigidities and Asset …Are Sticky Prices Costly? Evidence from the Stock Market (2013)Are Sticky Prices Costly? Evi…The Cross-Section of Expected Stock Returns (1992)Another look at the instrumental variable estimation of error-components models (1995)On Persistence in Mutual Fund Performance (1997)The VIX, the variance premium and stock market volatility (2014)What Explains the 2007-2009 Drop in Employment? (2014)Uncertainty shocks are aggregate demand shocks (2016)Staggered Prices in a Utility-Maximizing Framework (1996)Globalization and the Gains From Variety (2006)Optimal Sticky Prices under Rational Inattention (2009)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)American Economic Review (2019)The Return to Protectionism* (2019)The Science of Monetary Policy: A New Keynesian Perspective (1999)Implications of rational inattention (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Markups and Firm-Level Export Status (2012)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Asset Prices in an Exchange Economy (1978)The Economics of Information and Uncertainty (1982)Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Asset pricing in production economies (1998)On the Nature of Capital Adjustment Costs (2006)Investment, Capacity Utilization and the Real Business Cycle (1986)Occupational Choice and the Process of Development (1993)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Value Premium (2005)Transition Modeling and Econometric Convergence Tests (2007)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Integration of Trade and Disintegration of Production in the Global Economy (1998)The nature and growth of vertical specialization in world trade (2001)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Optimal monetary policy with staggered wage and price contracts (2000)Real Wage Rigidities and the New Keynesian Model (2007)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Currency Choice and Exchange Rate Pass-Through (2010)Financial Factors in Economic Fluctuations (2010)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2004Some Evidence on the Importance of Sticky Prices1,579 cited
  • 1986Finite state markov-chain approximations to univariate and vector autoregressions1,538 cited
  • 2008Five Facts about Prices: A Reevaluation of Menu Cost Models *1,525 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2007Menu Costs and Phillips Curves841 cited
  • 1999State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output770 cited
  • 2011Risk Matters: The Real Effects of Volatility Shocks765 cited
  • 1987Menu Costs and the Neutrality of Money672 cited
  • 2008State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? *664 cited
  • 2012Really Uncertain Business Cycles613 cited
  • 2004Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets

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531 cited

Cited by

  • 2017House Prices and Consumer Spending365 cited
  • 2016The Aggregate Implications of Regional Business Cycles235 cited
  • 2018The Elusive Costs of Inflation: Price Dispersion during the U.S. Great Inflation*211 cited
  • 2020Changing Business Dynamism and Productivity: Shocks versus Responsiveness201 cited
  • 2018House Prices, Local Demand, and Retail Prices182 cited
  • 2017Uncertainty Traps*176 cited
  • 2016The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach169 cited
  • 2013Are Sticky Prices Costly? Evidence from the Stock Market159 cited
  • 2021Mortgage Prepayment and Path-Dependent Effects of Monetary Policy154 cited
  • 2023The Effect of Macroeconomic Uncertainty on Firm Decisions138 cited
  • 2021A Macroeconomic Model With Financially Constrained Producers and Intermediaries133 cited
  • 2019Employment effects of unconventional monetary policy: Evidence from QE132 cited
  • 2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation113 cited
  • 2018Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News104 cited
  • 2015Nominal Rigidities and Asset Pricing97 cited
  • 2019Financial Dampening96 cited