Inflation Persistence
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Publication:4834706
DOI10.2307/2118513zbMATH Open0834.90037OpenAlexW4210365901MaRDI QIDQ4834706FDOQ4834706
Author name not available (Why is that?)
Publication date: 1 April 1996
Published in: The Quarterly Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/42b34b6473390eb902ab84e2b0dd202b57eec7af
Cited In (58)
- ARE LONG‐RUN PRICE STABILITY AND SHORT‐RUN OUTPUT STABILIZATION ALL THAT MONETARY POLICY CAN AIM FOR?
- The Phillips curve at 65: time for time and frequency
- Behavioral Heterogeneity in U.S. Inflation Dynamics
- ROBUST POLICIES IN A STICKY INFORMATION ECONOMY
- Performance of inflation targeting based on constant interest rate projections
- A crucial ingredient of inflation
- LEARNING THE INFLATION TARGET
- Inflation persistence and robust monetary policy design
- A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
- LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
- MONETARY PERSISTENCE, IMPERFECT COMPETITION, AND STAGGERING COMPLEMENTARITIES
- An experimental test of Taylor-type rules with inexperienced central bankers
- Learning in a misspecified multivariate self-referential linear stochastic model
- Generalized method of moments and inverse control
- Unemployment insurance in a sticky-price model with worker moral hazard
- Optimal monetary policy in a micro-founded model with parameter uncertainty
- Robust inflation-forecast-based rules to shield against indeterminacy
- Financial shocks and the maturity of the monetary policy rate
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998
- Monetary policy and stable indeterminacy with inertia
- Modeling and testing smooth structural changes with endogenous regressors
- Testing for time variation in an unobserved components model for the U.S. economy
- Persistence in complex systems
- Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients
- How well does sticky information explain the dynamics of inflation, output, and real wages?
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- Optimal price setting and inflation inertia in a rational expectations model
- Simplicity versus optimality: The choice of monetary policy rules when agents must learn
- Interactions Between Fiscal and Monetary Authorities in a Three-Country New-Keynesian Model of a Monetary Union
- Public debt, discretionary policy, and inflation persistence
- On the precision of Calvo parameter estimates in structural NKPC models
- Spurious regression
- Time-varying persistence of inflation: evidence from a wavelet-based approach
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- VAR-based estimation of Euler equations with an application to New Keynesian pricing
- Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia
- The diversity of forecasts from macroeconomic models of the US economy
- Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation
- SATISFICING SOLUTIONS TO A MONETARY POLICY PROBLEM
- Animal spirits and credit cycles
- Pricing policies and inflation dynamics
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
- Monetary policy, indeterminacy and learning
- The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
- Another look at sticky prices and output persistence
- Testing for persistence change in fractionally integrated models: an application to world inflation rates
- OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS
- Which econometric specification to characterize the U.S. inflation rate process?
- THE DYNAMIC PROPERTIES OF ALTERNATIVE ASSUMPTIONS ON PRICE ADJUSTMENT IN NEW KEYNESIAN MODELS
- The New Keynesian Phillips curve with myopic agents
- Inflation
- Using the hybrid Phillips curve with memory to forecast US inflation
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation
- INFLATION AND FINANCIAL DEPTH
- DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES
- Structural changes in inflation dynamics: multiple breaks at different dates for different parameters
- Targeting rules for an open economy
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