[go: up one dir, main page]
create a website
On the importance of sectoral shocks for price-setting. (2009). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter W..
In: CFS Working Paper Series.
RePEc:zbw:cfswop:200932.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 29

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. Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis. (2017). Espasa, Antoni ; Senra, Eva.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:4:p:44-:d:114224.

    Full description at Econpapers || Download paper

  2. Sectoral Price Facts in a Sticky-Price Model. (2011). Lee, Jae Won ; Carvalho, Carlos.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201133.

    Full description at Econpapers || Download paper

  3. What Common Factors are Driving Inflation in CEE Countries?. (). Halka, Aleksandra ; Szafraski, Grzegorz.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:640:p:1-18.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Altissimo, F., Ehrmann, M., and Smets, F. R. (2006). Inflation persistence and pricesetting behavior in the euro area - a summary of the IPN evidence. ECB Occasional Paper No. 46.

  2. Alvarez, L. J., Dhyne, E., Hoeberichts, M., Kwapil, C., Le Bihan, H., Lnnemann, P., Martins, F., Sabbatini, R., Stahl, H., Vermeulen, P., and Vilmunen, J. (2006). Sticky prices in the euro area: A summary of new micro-evidence. Journal of the European Economic Association, 4(2-3):575–584.

  3. Bai, J. and Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70(1):191–221.

  4. Beck, G. W., Hubrich, K., and Marcellino, M. (2009). Regional inflation dynamics within and across euro area countries and a comparison with the US. Economic Policy, 57:141–184.

  5. Bernanke, B. S., Boivin, J., and Eliasz, P. S. (2005). Measuring the effects of monetary policy: A factor-augmented vector autoregressive (favar) approach. Quarterly Journal of Economics, 120(1):387–422.

  6. Bils, M. and Klenow, P. (2004). Some evidence on the importance of sticky prices. Journal of Polical Economy, 112:987–985.

  7. Boivin, J., Giannoni, M., and Mihov, I. (2008). Sticky prices and monetary policy: Evidence from disaggregated u.s. data. The American Economic Review, 99(1):350–384.
    Paper not yet in RePEc: Add citation now

  8. Calvo, G. A. (1983). Staggered prices in a utility-maximizing framework. Journal of Monetary Economics, 12:383–398.

  9. Clark, T. E. (1998). Employment fluctuations in U.S. regions and industries: The roles of national, region-specific and industry-specific shocks. Journal of Labor Economics, 16(1):202–229.
    Paper not yet in RePEc: Add citation now
  10. Clark, T. E. (2006). Disaggregate evidence on the persistence of consumer price inflation. Journal of Applied Econometrics, 21:563–587.
    Paper not yet in RePEc: Add citation now
  11. Cogley, T. and Sargent, T. J. (2005). Drifts and volatilities: Monetary policies and ountcomes in the Post WWII US. Review of Economic Dynamics, 8:262–302.
    Paper not yet in RePEc: Add citation now

  12. Favero, C. A., Marcellino, M., and Neglia, F. (2005). Principal components at work: The empirical analysis of monetary policy with large datasets. Journal of Applied Econometrics, 20:603–620.

  13. Granger, C. W. J. (1980). Long memory relationships and the aggregation of dynamic models. Journal of Econometrics, 14:227–238.

  14. Hamilton, J. D. and Owyang, M. (2009). The propagation of regional recessions. Federal Reserve Bank of St. Louis Working Paper No. 2009-013A.

  15. Horvath, M. (2000). Sectoral shocks and aggregate fluctuations. Journal of Monetary Economics, 45:69–106.
    Paper not yet in RePEc: Add citation now

  16. Imbs, J., Mumtaz, H., Ravn, M. O., and Rey, H. (2005). Ppp strikes back: Aggregation and the real exhange rate. Quarterly Journal of Economics, 120:1–44.

  17. Kapetanios, G. and Marcellino, M. (2006). Factor-gmm estimation with large sets of possibly weak instruments. Queen Mary University of London Working Paper No. 577.

  18. Kose, M. A., Otrok, C., and Whiteman, C. H. (2003). International business cycles: World, region and country-specific factors. The American Economic Review, 93(4):1216–1239.

  19. Mackowiak, B. and Wiederholt, M. (2009). Optimal sticky prices under rational inattention. American Economic Review. forthcoming.

  20. Mackowiak, B., Mnch, E., and Wiederholt, M. (2009). Sectoral price data and models of price setting. Journal of Monetary Economics, 56:78–99.

  21. Mankiw, N. G. and Reis, R. (2002). Sticky information versus sticky prices: A proposal to replace the New Keynesian Phillips curve. Quarterly Journal of Economics, 117:1295– 1328.

  22. Mishkin, F. S. (2007). Inflation dynamics. NBER Working Papers No. 13147.

  23. Moench, E., Ng, S., and Potter, S. (2009). Dynamic hierarchical factor models. Manuscript, Federal Reserve Bank of New York.

  24. Ng, S. and Moench, E. (2009). A factor analysis of consumption and housing market dynamics in the U.S. and the regions. Manuscript, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
  25. Onatski, A. (2006). Asymptotic distribution of the principal components estimator of large factor models when factors are relatively weak. Manuscript, Columbia University.
    Paper not yet in RePEc: Add citation now

  26. Pesaran, M. H. and Smith, R. (1995). Estimating long-run relationships from dynamic heterogenous panels. Journal of Econometrics, 68:79–113.

  27. Stock, J. and Watson, M. W. (2005). Understanding changes in international business cycle dynamics. Journal of the European Economic Association, 3(5):968–1006.

  28. Stock, J. H. and Watson, M. W. (2002a). Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association, 97:1167– 1179.

  29. Stock, J. H. and Watson, M. W. (2002b). Macroeconomic forecasting using diffusion indices. Journal of Business and Economic Statistics, 20(2):1167–1179.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Spatial price homogeneity as a mechanism to reduce the threat of regulatory intervention in locally monopolistic sectors. (2012). Tanaka, Makoto ; Söderberg, Magnus ; Soderberg, Magnus.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00659458.

    Full description at Econpapers || Download paper

  2. Analysing convergence in Europe using the non-linear single factor model. (2011). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:2:p:343-369.

    Full description at Econpapers || Download paper

  3. How do firms adjust their prices in Turkey? Micro-level evidence. (2011). CEVIK, SAYGIN ; Saraolu, Bedriye ; ahinoz, Saygn .
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:3:p:601-621.

    Full description at Econpapers || Download paper

  4. Assessing the sensitivity of inflation to economic activity. (2011). Ortega, Eva ; Hurtado, Samuel ; Dieppe, Alistair ; D'Agostino, Antonello ; Caivano, Michele ; Benkovskis, Konstantins ; Beņkovskis, Konstantīns ; Karlsson, Tohmas ; Varnai, Timea ; Dagostino, Antonello .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111357.

    Full description at Econpapers || Download paper

  5. On the importance of sectoral and regional shocks for price-setting. (2011). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Gunter .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8357.

    Full description at Econpapers || Download paper

  6. La Persistencia Estadística De La Inflación En Colombia. (2011). Misas, Martha ; López, Enrique ; Echavarría, Juan ; Lopez, Enrique ; Echavarria, Juan Jose.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:009975.

    Full description at Econpapers || Download paper

  7. La Meta Del Banco Central Y La Persistencia De La Inflación En Colombia. (2011). Rodríguez N., Norberto ; Rojas, Luis ; Echavarría, Juan ; Echavarria, Juan Jose ; Rodriguez, Norberto .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:009974.

    Full description at Econpapers || Download paper

  8. Current account balances and structural adjustment in the euro area. (2010). Zemanek, Holger ; Schnabl, Gunther ; Belke, Ansgar.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:7:y:2010:i:1:p:83-127.

    Full description at Econpapers || Download paper

  9. Using mean reversion as a measure of persistence. (2010). Marques, Carlos ; Dias, Daniel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:262-273.

    Full description at Econpapers || Download paper

  10. Disinflationary boom in a price-wage spiral model. (2010). PEREAU, Jean-Christophe ; Musy, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:152-158.

    Full description at Econpapers || Download paper

  11. Financial factors in economic fluctuations. (2010). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101192.

    Full description at Econpapers || Download paper

  12. Is Inflation Persistence Over?. (2010). Petrassi, Myrian ; de Oliveira, Fernando N..
    In: Working Papers Series.
    RePEc:bcb:wpaper:230.

    Full description at Econpapers || Download paper

  13. Evidence from surveys of price-setting managers: Policy lessons and directions for ongoing research. (2009). Smets, Frank ; Martins, Fernando ; Levin, Andrew ; Gaspar, Vitor.
    In: Working Papers.
    RePEc:ptu:wpaper:w200927.

    Full description at Econpapers || Download paper

  14. Current Account Imbalances and Structural Adjustment in the Euro Area: How to Rebalance Competitiveness. (2009). Zemanek, Holger ; Schnabl, Gunther ; Belke, Ansgar.
    In: IZA Policy Papers.
    RePEc:iza:izapps:pp7.

    Full description at Econpapers || Download paper

  15. The Impact of the European Monetary Union on Inflation Persistence in the Euro Area. (2009). Nautz, Dieter ; Meller, Barbara.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2009-037.

    Full description at Econpapers || Download paper

  16. Hong Kong Consumer Prices are Flexible. (2009). Yetman, James.
    In: Working Papers.
    RePEc:hkm:wpaper:052009.

    Full description at Econpapers || Download paper

  17. Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy. (2009). Horvath, Roman ; coricelli, fabrizio ; Babecký, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:59:y:2009:i:2:p:102-127.

    Full description at Econpapers || Download paper

  18. The dynamic effects of shocks to wages and prices in the United States and the euro area. (2009). Marques, Carlos ; Duarte, Rita .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091067.

    Full description at Econpapers || Download paper

  19. Current Account Imbalances and Structural Adjustment in the Euro Area: How to Rebalance Competitiveness. (2009). Zemanek, Holger ; Schnabl, Gunther ; Belke, Ansgar.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp895.

    Full description at Econpapers || Download paper

  20. Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy. (2009). Horvath, Roman ; coricelli, fabrizio ; Babecký, Jan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7268.

    Full description at Econpapers || Download paper

  21. Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock. (2009). Wollmershäuser, Timo ; Hülsewig, Oliver ; Carstensen, Kai ; Wollmershauser, Timo ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2718.

    Full description at Econpapers || Download paper

  22. Current Account Imbalances and Structural Adjustment in the Euro Area: How to Rebalance Competitiveness. (2009). Zemanek, Holger ; Schnabl, Gunther ; Belke, Ansgar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2639.

    Full description at Econpapers || Download paper

  23. The Stickiness of Colombian Consumer Prices. (2009). Zarate-Solano, Hector ; Julio, Juan ; Hernandez, Manuel Dario .
    In: Borradores de Economia.
    RePEc:bdr:borrec:578.

    Full description at Econpapers || Download paper

  24. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: MPRA Paper.
    RePEc:pra:mprapa:8750.

    Full description at Econpapers || Download paper

  25. Price setting in South Africa 2001-2007 - stylised facts using consumer price micro data. (2008). Rankin, Neil ; Creamer, Kenneth.
    In: MPRA Paper.
    RePEc:pra:mprapa:16905.

    Full description at Econpapers || Download paper

  26. Economic resilience to shocks: The role of structural policies. (2008). Vogel, Lukas ; Duval, Romain.
    In: OECD Journal: Economic Studies.
    RePEc:oec:ecokac:5kzhdcddnnvk.

    Full description at Econpapers || Download paper

  27. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:49.

    Full description at Econpapers || Download paper

  28. Regional Inflation Persistence: Evidence from Italy. (2008). Vaona, Andrea ; Ascari, Guido.
    In: Quaderni della facoltà di Scienze economiche dell'Università di Lugano.
    RePEc:lug:wpaper:0807.

    Full description at Econpapers || Download paper

  29. The Formation of Inflation Perceptions - Some Empirical Facts for European Countries. (2008). Lein, Sarah ; Maag, Thomas.
    In: KOF Working papers.
    RePEc:kof:wpskof:08-204.

    Full description at Econpapers || Download paper

  30. On implications of micro price data for macro models. (2008). Smets, Frank ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008960.

    Full description at Econpapers || Download paper

  31. A quantitative perspective on optimal monetary policy cooperation between the US and the euro area. (2008). Smets, Frank ; DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008884.

    Full description at Econpapers || Download paper

  32. The Role of Contracting Schemes for Assessing the Welfare Costs of Nominal Rigidities. (2008). von Hagen, Juergen ; Paustian, Matthias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6726.

    Full description at Econpapers || Download paper

  33. The Price Setting Behavior in Colombia: evidence from PPI micro data. (2008). Julio, Juan ; Zarate, Hector Manuel .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:005287.

    Full description at Econpapers || Download paper

  34. The Price Setting Behavior in Colombia:Evidence from PPI Micro Data. (2008). Julio, Juan ; Zarate, Hector Manuel .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:004511.

    Full description at Econpapers || Download paper

  35. CNB Economic Research Bulletin: Ten Years of Inflation Targeting. (2008). Smidkova, Katerina ; Bulir, Ales ; Babecký, Jan ; Horvath, Roman ; Franta, Michal ; Filacek, Jan ; Babetskii, Ian ; Coricelli, Fabrizio ; Saxa, Branislav.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb06/1.

    Full description at Econpapers || Download paper

  36. The Price Setting Behavior in Colombia: Evidence from PPI Micro Data. (2008). Zarate-Solano, Hector ; Julio, Juan.
    In: Borradores de Economia.
    RePEc:bdr:borrec:483.

    Full description at Econpapers || Download paper

  37. How do nominal and real rigidities interact? A tale of the second best. (2007). Vogel, Lukas ; Duval, Romain.
    In: MPRA Paper.
    RePEc:pra:mprapa:7282.

    Full description at Econpapers || Download paper

  38. Inflation persistence and optimal positive long-run inflation. (2007). Pontiggia, Dario.
    In: MPRA Paper.
    RePEc:pra:mprapa:3274.

    Full description at Econpapers || Download paper

  39. Inflation Transmission in the EMU: A Markov-Switching VECM Analysis. (2007). Thams, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:1643.

    Full description at Econpapers || Download paper

  40. Structural Policies and Economic Resilience to Shocks. (2007). Vogel, Lukas ; Duval, Romain ; Elmeskov, Jorgen .
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:567-en.

    Full description at Econpapers || Download paper

  41. When Do Firms Adjust Prices? Evidence from Micro Panel Data. (2007). Lein, Sarah.
    In: KOF Working papers.
    RePEc:kof:wpskof:07-160.

    Full description at Econpapers || Download paper

  42. Measuring and Explaining Inflation Persistence: Disaggregate Evidence on the Czech Republic. (2007). Horvath, Roman ; coricelli, fabrizio ; Babecký, Jan.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2007_22.

    Full description at Econpapers || Download paper

  43. Instability and nonlinearity in the euro area Phillips curve. (2007). van Dijk, Dick ; Stracca, Livio ; Musso, Alberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007811.

    Full description at Econpapers || Download paper

  44. State-dependency and firm-level optimization: a contribution to Calvo price staggering. (2007). Willman, Alpo ; McAdam, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007806.

    Full description at Econpapers || Download paper

  45. Evidence from Surveys of Price-Setting Managers: Policy Lessons and Directions for Ongoing Research. (2007). Smets, Frank ; Martins, Fernando ; Levin, Andrew ; Gaspar, Vitor.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6227.

    Full description at Econpapers || Download paper

  46. Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model.. (2007). Smets, Frank ; Sahuc, Jean-Guillaume ; Sahuc,J-G., ; Sahuc, J-G., .
    In: Working papers.
    RePEc:bfr:banfra:182.

    Full description at Econpapers || Download paper

  47. Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting. (2006). Wouters, Raf ; Smets, Frank ; de Walque, Grégory.
    In: MPRA Paper.
    RePEc:pra:mprapa:810.

    Full description at Econpapers || Download paper

  48. The New Keynesian Phillips Curve for Austria – An Extension for the Open Economy. (2006). Rumler, Fabio.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2006:i:4:b:4.

    Full description at Econpapers || Download paper

  49. Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting. (2006). Wouters, Raf ; Smets, Frank ; de Walque, Grégory.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:3:a:4.

    Full description at Econpapers || Download paper

  50. The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy. (2006). Ólafsson, Thorvardur ; Olafsson, Thorvardur Tjorvi .
    In: Economics.
    RePEc:ice:wpaper:wp31_tjorvi.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 12:11:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.