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Measuring Price Selection in Microdata - Its Not There. (2020). Wursten, Jesse ; Schoenle, Raphael ; Karadi, Peter.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:15383.

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Cited: 3

Citations received by this document

Cites: 14

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Price setting on the two sides of the Atlantic - Evidence from supermarket scanner data. (2023). Wursten, Jesse ; Seiler, Pascal ; Karadi, Peter ; Bachiller, Javier Sanchez ; Amann, Juergen.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:140:y:2023:i:s:p:s1-s17.

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  2. Price setting on the two sides of the Atlantic: evidence from supermarket-scanner data. (2023). Karadi, Peter ; Wursten, Jesse ; Seiler, Pascal ; Bachiller, Javier Sanchez ; Amann, Juergen.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232853.

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  3. The price adjustment hazard function: Evidence from high inflation periods. (2021). Villar, Daniel ; Luo, Shaowen.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921000701.

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References

References cited by this document

  1. Gorodnichenko, Yuriy and Michael Weber (2016) “Are Sticky Prices Costly? Evidence from the Stock Market,” American Economic Review, Vol. 106, pp. 165–199.

  2. Hong, Gee Hee, M Klepaczy, Ernesto Pasten, and Raphael Schoenle (2019) “The Real Effects of Monetary Shocks: Evidence from Micro Pricing Moments,”Technical report.
    Paper not yet in RePEc: Add citation now
  3. Jarociński, Marek and Peter Karadi (2020) “Deconstructing Monetary Policy Surprises: the Role of Information Shocks,” American Economic Review: Macroeconomics, Vol. 12, pp. 1–43.
    Paper not yet in RePEc: Add citation now
  4. Jordà, Òscar (2005) “Estimation and Inference of Impulse Responses by Local Projections,” American Economic Review, Vol. 95, pp. 161–182.
    Paper not yet in RePEc: Add citation now

  5. Karadi, Peter and Adam Reiff (2019) “Menu Costs, Aggregate Fluctuations, and Large Shocks,” American Economic Journal: Macroeconomics, Vol. 11, pp. 111–46.

  6. Kehoe, Patrick and Virgiliu Midrigan (2014) “Prices are Sticky After All,” Journal of Monetary Economics.
    Paper not yet in RePEc: Add citation now
  7. Luo, Shaowen and Daniel Vallenas Villar (2017) “The Skewness of the Price Change Distribution: A New Touchstone for Sticky Price Models,” Finance and Economics Discussion Series 2017-028, Board of Governors of the Federal Reserve System (U.S.). (2019) “The Price Adjustment Hazard Function: Evidence from High Inflation Periods,”Technical report, manuscript.
    Paper not yet in RePEc: Add citation now

  8. Midrigan, Virgiliu (2011) “Menu Costs, Multiproduct Firms, and Aggregate Fluctuations,” Econometrica, Vol. 79, pp. 1139–1180.

  9. Nakamura, Emi and Jón Steinsson (2008) “Five Facts about Prices: A Reevaluation of Menu Cost Models,” The Quarterly Journal of Economics, Vol. 123, pp. 1415–1464.

  10. Newey, Whitney and Kenneth West (1987) “A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,” Econometrica, Vol. 55, pp. 703–08.

  11. Petrella, Ivan, Emiliano Santoro, and Lasse P. Simonsen (2019) “Time-varying Price Flexibility and Inflation Dynamics,” EMF Research Papers 28, Economic Modelling and Forecasting Group.

  12. Plagborg-Møller, Mikkel and Christian K Wolf (2019) “Local Projections and VARs Estimate the Same Impulse Responses,” Unpublished paper: Department of Economics, Princeton University.
    Paper not yet in RePEc: Add citation now

  13. Stock, James H and Mark W Watson (2018) “Identification and Estimation of Dynamic Causal Effects in Macroeconomics using External Instruments,” The Economic Journal, Vol. 128, pp. 917–948.

  14. Wooldridge, Jeffrey M (2010) Econometric Analysis of Cross Section and Panel Data: MIT press.

Cocites

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  2. Monetary policy announcements and market interest rates’ response: Evidence from China. (2020). Sun, Rongrong.
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  3. The Effect of FOMC Votes on Financial Markets. (2019). Madeira, Carlos.
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  4. A New Keynesian Q Theory and the Link Between Inflation and the Stock Market. (2018). Lopez, Pierlauro.
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  5. Shock Value: Bill Smoothing and Energy Price Pass-Through. (2018). Hausman, Catherine.
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  7. Cash flow duration and the term structure of equity returns. (2018). Weber, Michael.
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  8. Optimal Trend Inflation. (2018). Weber, Henning ; Adam, Klaus.
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  9. Optimal Trend Inflation. (2018). Weber, Henning ; Adam, Klaus.
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  10. Price rigidities and the granular origins of aggregate fluctuations. (2018). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael.
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  11. Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan .
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  13. The Effects of Quantitative Easing: Taking a Cue from Treasury Auctions. (2017). Gorodnichenko, Yuriy ; Ray, Walker.
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  22. Round prices and price rigidity: Evidence from outlawing odd prices. (2017). Ater, Itai ; Gerlitz, Omri.
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