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What Common Factors are Driving Inflation in CEE Countries?
16 references·0 citing·47 second hopsampled
What Common Factors are Driving Inflation in CEE Countries? (2016)What Common Factors are Driving Inflation…CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS (2016)CHINA'S ROLE IN GLOBAL INFLAT…Dynamic Hierarchical Factor Models (2013)Dynamic Hierarchical Factor M…Inflation Differentials in a Currency Area: Facts, Explanations and Policy (2010)Inflation Differentials in a …Global Inflation (2010)Global InflationThe International Dimension of Inflation: Evidence from Disaggregated Consumer Price Data (2009)The International Dimension o…Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data (2009)Sticky Prices and Monetary Po…Sectoral price data and models of price setting (2009)Sectoral price data and model…Optimal Sticky Prices under Rational Inattention (2009)Optimal Sticky Prices under R…Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles (2008)Dynamic Factor Models with Ti…Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Globalisation and Inflation: …Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US (2006)Regional Inflation Dynamics w…Has Globalization Changed Inflation? (2006)Has Globalization Changed Inf…Some Evidence on the Importance of Sticky Prices (2004)Some Evidence on the Importan…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Band Pass Filter (1999)What Can (Macro-) Prudential Policy do to Support Monetary Policy? (2007)The financial cycle and macroeconomics: What have we learnt? (2013)Rethinking potential output: embedding information about the financial cycle (2016)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Globalization and Global Disinflation (2003)Phillips Curve Inflation Forecasts (2008)Optimal Monetary Policy in Open Economies (2010)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2009)A new index of financial conditions (2014)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)The arbitrage theory of capital asset pricing (1976)The Econometrics of Financial Markets (1997)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)A simple panel unit root test in the presence of cross‐section dependence (2007)The Econometrics of Financial Markets (2012)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Monetary Non-neutrality in a Multisector Menu Cost Model (2010)American Economic Review (2019)The Quarterly Journal of Economics (2024)New Indexes of Coincident and Leading Economic Indicators (1989)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Forecasting Using Principal Components From a Large Number of Predictors (2002)Measuring Uncertainty (2015)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Oil and the Macroeconomy since World War II (1983)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Approximately normal tests for equal predictive accuracy in nested models (2006)Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity (2011)Controlling Credit (2018)Global trends in interest rates (2019)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2004Some Evidence on the Importance of Sticky Prices1,579 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2009Optimal Sticky Prices under Rational Inattention983 cited
  • 2007Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation526 cited
  • 2009Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data426 cited
  • 2010Global Inflation399 cited
  • 2008Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles276 cited
  • 2006Has Globalization Changed Inflation?158 cited
  • 2013Dynamic Hierarchical Factor Models141 cited
  • 2009Sectoral price data and models of price setting123 cited
  • 2009The International Dimension of Inflation: Evidence from Disaggregated Consumer Price Data107 cited
  • 2016CHINA'S ROLE IN GLOBAL INFLATION DYNAMICS48 cited
  • 2006Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US39 cited

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  • 2010Inflation Differentials in a Currency Area: Facts, Explanations and Policy34 cited
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