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A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics
16 references·3 citing·45 second hop
A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics (2004)A Limited Information Approach to the Sim…Robustness of the estimates of the hybrid New Keynesian Phillips curve (2005)Robustness of the estimates o…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach (2005)Estimating New-Keynesian Phil…An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…Prices and unit labor costs: a new test of price stickiness (2002)Prices and unit labor costs: …Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …European Inflation Dynamics (2000)European Inflation DynamicsResuscitating real business cycles (1999)Resuscitating real business c…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Optimization-Based Econome…The Relation Between Price and Marginal Cost in U.S. Industry (1986)The Relation Between Price an…Cointegration and Tests of Present Value Models (1986)Cointegration and Tests of Pr…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market (2017)Estimating the New Keynesian …Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves (2006)Disequilibrium Macroeconomic …Partial indexation and inflation dynamics: what do the data say? (2004)Partial indexation and inflat…Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The General Theory of Employment, Interest, and Money (2018)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Econometric policy evaluation: A critique (1976)The federal funds rate and the channels of monetary transmission (1989)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Some Evidence on the Importance of Sticky Prices (2004)Understanding the Effects of Government Spending on Consumption (2007)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The Cyclical Behavior of Marginal Cost and Price (1987)Productivity Dynamics in Manufacturing Plants (1992)Costly capital reallocation and the effects of government spending (1998)The Effects of Entry on Incumbent Innovation and Productivity (2009)The Role of Monetary Policy (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)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)Can News About the Future Drive the Business Cycle? (2006)Investment Shocks and Business Cycles (2008)Fiscal Volatility Shocks and Economic Activity (2015)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1986The Relation Between Price and Marginal Cost in U.S. Industry1,106 cited
  • 1999Resuscitating real business cycles928 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2002Prices and unit labor costs: a new test of price stickiness808 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited
  • 2000European Inflation Dynamics423 cited
  • 2005Robustness of the estimates of the hybrid New Keynesian Phillips curve396 cited
  • 2005Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach

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382 cited
  • 1986Cointegration and Tests of Present Value Models260 cited
  • Cited by

    • 2006Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves12 cited
    • 2004Partial indexation and inflation dynamics: what do the data say?11 cited
    • 2017Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market10 cited