Inflation dynamics and time-varying volatility: new evidence and an Ss interpretation

DOI10.1093/QJE/QJT027zbMATH Open1400.91360OpenAlexW2106955862MaRDI QIDQ4963017FDOQ4963017

Authors: Joseph Vavra 

Publication date: 6 November 2018

Published in: The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qje/qjt027

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zbMATH Keywords

inflationmonetary policyvolatility shocksaggregate price flexibility

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cited In (14)

• On the evolution of the united kingdom price distributions
• Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
• Recursive equilibrium in Krusell and Smith (1998)
• The inflation and output variability tradeoff: Evidence from a GARCH model
• On fiscal and monetary policy-induced macroeconomic volatility dynamics
• The Analytic Theory of a Monetary Shock
• Precautionary savings, illiquid assets, and the aggregate consequences of shocks to household income risk
• Monetary policy inertia and the paradox of flexibility
• On the stability of Calvo-style price-setting behavior
• Data revisions and the effects of monetary policy volatility
• Inflation level and inflation volatility: a seigniorage argument
• Revisiting the optimal inflation rate with downward nominal wage rigidity: the role of heterogeneity
• Uncertainty and the real effects of monetary policy shocks in the euro area
• Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity

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