Inflation dynamics and time-varying volatility: new evidence and an Ss interpretation
From MaRDI portal
Recommendations
- On fiscal and monetary policy-induced macroeconomic volatility dynamics
- On the relationship between growth and volatility
- The dynamics of US inflation: can monetary policy explain the changes?
- OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
- Volatility effects of news shocks in New Keynesian models with optimal monetary policy
Cited in
(17)- The inflation and output variability tradeoff: Evidence from a GARCH model
- On the stability of Calvo-style price-setting behavior
- Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
- Inflation level and inflation volatility: a seigniorage argument
- On the evolution of the united kingdom price distributions
- Uncertainty and the real effects of monetary policy shocks in the euro area
- Revisiting the optimal inflation rate with downward nominal wage rigidity: the role of heterogeneity
- Data revisions and the effects of monetary policy volatility
- On fiscal and monetary policy-induced macroeconomic volatility dynamics
- Recursive equilibrium in Krusell and Smith (1998)
- Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity
- Price Flexibility as a Two‐dimensional Concept and the Volatility of Output
- Precautionary savings, illiquid assets, and the aggregate consequences of shocks to household income risk
- Monetary policy inertia and the paradox of flexibility
- The Analytic Theory of a Monetary Shock
- Firm inattention and the efficacy of monetary policy: a text-based approach
- Threshold factor-augmented vector autoregressive models
This page was built for publication: Inflation dynamics and time-varying volatility: new evidence and an Ss interpretation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4963017)
