Changes in the effects of monetary policy on disaggregate price dynamics
From MaRDI portal
Publication:318366
DOI10.1016/J.JEDC.2012.09.009zbMATH Open1346.91155OpenAlexW1964483262MaRDI QIDQ318366FDOQ318366
Haroon Mumtaz, Christiane Baumeister, Philip L.-F. Liu
Publication date: 5 October 2016
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2012.09.009
Recommendations
- Heterogeneous response of disaggregate inflation to monetary policy regime change: the role of price stickiness
- The dynamics of US inflation: can monetary policy explain the changes?
- Structural changes in the US economy: is there a role for monetary policy?
- Menu costs, multiproduct firms, and aggregate fluctuations
- The (Mis)Behaviour of the Aggregate Price Level
disaggregate pricesheterogeneous pricing decisionsmonetary transmissionstructural FAVARtime variation
Cites Work
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Determining the Number of Factors in Approximate Factor Models
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Impulse response analysis in nonlinear multivariate models
- Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model
Cited In (5)
Uses Software
This page was built for publication: Changes in the effects of monetary policy on disaggregate price dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q318366)
