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John Allyn Carlson

(deceased)
Not to be confused with: John B. Carlson

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011. "Investor Overconfidence and the Forward Premium Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 523-558.
    2. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    3. Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. "Investor Overconfidence and the Forward Discount Puzzle," MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007.
    4. Moore, Michael J. & Roche, Maurice J., 2012. "When does uncovered interest parity hold?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 865-879.
    5. Ding, Liang & Ma, Jun, 2013. "Portfolio reallocation and exchange rate dynamics," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3100-3124.
    6. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.
    7. Moore, Michael J. & Roche, Maurice J., 2010. "Solving exchange rate puzzles with neither sticky prices nor trade costs," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1151-1170, October.
    8. Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Business School.
    9. Stanley W. Black, 2015. "The Portfolio Theory of Exchange Rates—Then and Now," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 379-386, May.
    10. Carol Osler & Xuhang Wang, 2012. "The Microstructure of Currency Markets," Working Papers 49, Brandeis University, Department of Economics and International Business School.
    11. Olaf Posch, 2009. "Explaining Output Volatility: The Case of Taxation," CESifo Working Paper Series 2751, CESifo.
    12. Chang, Sanders S., 2013. "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1079-1096.
    13. Maurice J. Roche & Michael J. Moore, 2010. "For Rich or for Poor: When does Uncovered Interest Parity Hold?," Working Papers 015, Ryerson University, Department of Economics.
    14. Kumar, Satish, 2019. "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).

  2. Neven Valev & John A. Carlson, 2004. "Beliefs about Exchange-Rate Stability: Survey Evidence from the Currency Board in Bulgaria," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0424, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

    Cited by:

    1. Begović, Selena & Adnett, Nick & Pugh, Geoff, 2016. "An investigation into the credibility of currency board arrangements in Bosnia and Herzegovina and Bulgaria," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 787-799.
    2. Jean Baptiste Desquilbet & Nikolay Nenovsky, 2004. "Credibility and adjustment: gold standards versus currency boards," William Davidson Institute Working Papers Series 2004-692, William Davidson Institute at the University of Michigan.
    3. Neven Valev, 2004. "From a Currency Board to the Euro: Public Attitudes toward Unilateral Euroization in Bulgaria," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0423, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

  3. Neven Valev & John A. Carlson, 2002. "Tenuous Financial Stability," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0210, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

    Cited by:

    1. Dimitar Dimitrov & Rumen Dobrinsky & Nasko Dochev & Rumyana Kolarova & Nikolay Markov & Boyko Nikolov, 2004. "Understanding Reform: A Country Study for Bulgaria," wiiw Balkan Observatory Working Papers 56, The Vienna Institute for International Economic Studies, wiiw.

  4. John A. Carlson & Carol L. Osler, 1999. "Determinants of current risk premiums," Staff Reports 70, Federal Reserve Bank of New York.

    Cited by:

    1. Miksjuk Alexei, 2011. "Study the relation between monetary and exchange rate policy: The case of Belarus," EERC Working Paper Series 11/16e, EERC Research Network, Russia and CIS.
    2. Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
    3. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    4. Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Staff Working Papers 04-23, Bank of Canada.
    5. Ioannis N. Kallianiotis, 2016. "Factors Affecting the Exchange Rate Risk Premium," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-3.
    6. Miksjuk Alexei, 2009. "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series 09/07e, EERC Research Network, Russia and CIS.
    7. Guna Raj Bhatta & Rabindra Nepal & Charles Harvie & Kankesu Jayanthakumaran, 2021. "Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach," CAMA Working Papers 2021-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  5. Mr. Aasim M. Husain & Mr. John A. Carlson & Jeffrey A. Zimmerman, 1997. "Debt Reduction and New Loans: A Contracting Perspective," IMF Working Papers 1997/095, International Monetary Fund.

    Cited by:

    1. Leonce Yapo, 2002. "Déterminants de l'Endettement Extérieur des PPTE: Cas de la Côte d'Ivoire," WIDER Working Paper Series DP2002-14, World Institute for Development Economic Research (UNU-WIDER).

  6. Buckle, R-A & Carlson, J-A, 1996. "Inflation an Asymmetric Price Adjustment," Papers 96-013, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).

    Cited by:

    1. Rather, Sartaj Rasool & Durai, S. Raja Sethu & Ramachandran, M., 2015. "Asymmetric price adjustment – evidence for India," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 73-79.
    2. Mikael Carlsson, 2017. "Microdata Evidence on the Empirical Importance of Selection Effects in Menu‐Cost Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1803-1830, December.
    3. Shantanu Dutta & Mark Bergen & Daniel Levy & Robert Venable, 2005. "Menu Costs, Posted Prices, and Multiproduct Retailers," Macroeconomics 0505007, University Library of Munich, Germany.
    4. Carlsson, Mikael & Nordström Skans, Oskar, 2009. "Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm- Level Data on Product Prices and Unit Labor Cost," Working Paper Series 231, Sveriges Riksbank (Central Bank of Sweden).
    5. Rotheli, Tobias F., 2005. "The illusion of over-optimism in survey data: the case of manufacturers' selling prices," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 34(2), pages 151-159, March.
    6. Monia Ben-Kaabia & José M. Gil & Mehrez Ameur, 2005. "Vertical integration and non-linear price adjustments: The Spanish poultry sector," Agribusiness, John Wiley & Sons, Ltd., vol. 21(2), pages 253-271.
    7. Robert A Buckle & David Haugh & Peter Thomson, 2002. "Growth and volatility regime switching models for New Zealand GDP data," Treasury Working Paper Series 02/08, New Zealand Treasury.
    8. David Law & Bob Buckle & Dean Hyslop, 2006. "Toward a Model of Firm Productivity Dynamics," Treasury Working Paper Series 06/11, New Zealand Treasury.
    9. Claire Loupias & Patrick Sevestre, 2013. "Costs, Demand, and Producer Price Changes," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 315-327, March.
    10. Anne-Marie Brook & Özer Karagedikli & Dean Scrimgeour, 2002. "An optimal inflation target for New Zealand: lessons from the literature," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 65, September.
    11. Cevriye Aysoy & Duygu Halim Kirli & Semih Tumen, 2015. "How Does a Shorter Supply Chain Affect Pricing of Fresh Food? Evidence from a Natural Experiment," Working Papers 1528, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    12. Saygın Şahinöz & Bedriye Saraçoğlu, 2011. "How do firms adjust their prices in Turkey? Micro-level evidence," Empirical Economics, Springer, vol. 40(3), pages 601-621, May.
    13. Cerqueira, Vinícius Dos Santos & Ribeiro, Márcio Bruno & Martinez, Thiago Sevilhano, 2014. "Propagação Assimétrica de Choques Monetários na Economia Brasileira: Evidências com base em um modelo vetorial não-linear de transição suave," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    14. Daniele CAVICCHIOLI, 2013. "Detecting market power along food supply chains: evidence from the fluid milk sector in Italy," Departmental Working Papers 2013-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, revised 30 Jan 2013.
    15. Ariun-Erdene Bayarjargal, 2016. "Economic growth and income inequality: asymmetric response of top income shares to growth volatility," Departmental Working Papers 2016-09, The Australian National University, Arndt-Corden Department of Economics.
    16. Xie, Jin, 2020. "Capital-market consequences of asymmetric output-price rigidities," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 221-239.
    17. Raghbendra Jha & Hari K. Nagarajan, 2002. "Noisy Vertical Markets," ASARC Working Papers 2002-04, The Australian National University, Australia South Asia Research Centre.
    18. Paul Dalziel & Ross Cullen & Caroline Saunders, 2002. "Ranking research records of economics departments in New Zealand: Comment," New Zealand Economic Papers, Taylor & Francis Journals, vol. 36(1), pages 113-122.
    19. Mohammad J Alam & Raghbendra Jha, 2016. "Asymmetric threshold vertical price transmission in wheat and flour markets in Dhaka (Bangladesh): seemingly unrelated regression analysis," ASARC Working Papers 2016-03, The Australian National University, Australia South Asia Research Centre.
    20. Bhaskar, V, 2002. "Asymmetric Price Adjustment:Micro-foundations and Macroeconomic Implications," Economics Discussion Papers 8849, University of Essex, Department of Economics.
    21. Limon Deb & Yoonsuk Lee & Sang Hyeon Lee, 2020. "Market Integration and Price Transmission in the Vertical Supply Chain of Rice: An Evidence from Bangladesh," Agriculture, MDPI, vol. 10(7), pages 1-21, July.
    22. Carlsson, Mikael, 2014. "Selection Effects in Producer-Price Setting," Working Paper Series 290, Sveriges Riksbank (Central Bank of Sweden).
    23. Chanjin Chung & Johnna Rushin & Prasanna Surathkal, 2018. "Impact of the livestock mandatory reporting act on the vertical price transmission within the beef supply chain," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 562-578, June.
    24. Andrew Coleman & Brian Silverstone, 2007. "Price changes by firms in New Zealand - some evidence from the Quarterly Survey of Business Opinion," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 70, September.
    25. Brian Silverstone, 2000. "Respondent Dynamics within the NZIER Survey of Business Opinion: An Introductory Perspective," Working Papers in Economics 00/03, University of Waikato.
    26. Sam Peltzman, 2000. "Prices Rise Faster than They Fall," Journal of Political Economy, University of Chicago Press, vol. 108(3), pages 466-502, June.
    27. Ricardo Quineche, 2018. "Understanding Positive Asymmetric Pricing with a Log-Concave Demand Function and Constant Marginal Costs," Applied Economics and Finance, Redfame publishing, vol. 5(4), pages 24-39, July.
    28. Magda Kandil, 2006. "Nominal Wage Flexibility and Economic Performance: Evidence and Implications Across Industrial Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 58(1), pages 25-49, January.

  7. John A. Carlson & Carol L. Osler, 1996. "Rational speculators and exchange rate volatility," Staff Reports 13, Federal Reserve Bank of New York.

    Cited by:

    1. John A. Carlson & Carol L. Osler, 1996. "Rational speculators and exchange rate volatility," Staff Reports 13, Federal Reserve Bank of New York.
    2. Olivier Jeanne & Andrew K. Rose, 2002. "Noise Trading and Exchange Rate Regimes," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(2), pages 537-569.
    3. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, Department of Economics and Business Economics, Aarhus University.
    4. Chatrath, Arjun & Adrangi, Bahram & Allender, Mary, 2001. "The impact of margins in futures markets: evidence from the gold and silver markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(2), pages 279-294.
    5. Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "Liquidity provision in the overnight foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 175-196, March.
    6. Carlson, John A. & Osler, C. L., 2000. "Rational speculators and exchange rate volatility1," European Economic Review, Elsevier, vol. 44(2), pages 231-253, February.
    7. John A. Carlson & Carol L. Osler, 1999. "Determinants of current risk premiums," Staff Reports 70, Federal Reserve Bank of New York.
    8. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
    9. Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006. "Fixed versus flexible: Lessons from EMS order flow," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 551-579, June.
    10. Yin-Wong Cheung & Menzie D. Chinn, 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series 251, CESifo.

  8. Bhawnani, V. & Carlson, J.A. & Kadiyala, K.R., 1994. "Speculative Attacks and Balance of Payments Crisis in Developing Countries with Dual Exchange Rate Regimes," Purdue University Economics Working Papers 1064, Purdue University, Department of Economics.

    Cited by:

    1. Robinson, W.T. & Min, S., 1998. "Is the First to Market the First to fail?: Empirical Evidence for Manufacturing Business," Purdue University Economics Working Papers 1115, Purdue University, Department of Economics.

  9. Carlson, J.A. & Schodt, D.W., 1994. "Beyong the Lecture: Case Teaching and the Learning of Economic Theory," Papers 94-010, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).

    Cited by:

    1. Joshua D. Miller & Robert P. Rebelein, 2011. "Research on the Effectiveness of Non-Traditional Pedagogies," Chapters, in: Gail M. Hoyt & KimMarie McGoldrick (ed.), International Handbook on Teaching and Learning Economics, chapter 30, Edward Elgar Publishing.
    2. William L. Carlson, 1999. "A Case Method for Teaching Statistics," The Journal of Economic Education, Taylor & Francis Journals, vol. 30(1), pages 52-58, January.
    3. Meghan J. Millea, 2003. "A Review Activity for Economics," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 18(Spring 20), pages 84-88.

  10. Carlson, J.A., 1993. "Risk Aversion, Foreign Exchange Speculation and Gambler's Ruin," Papers 93-103, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).

    Cited by:

    1. Laseen, S., 2000. "Nominal Wage Contracts, Aggregate and Firm-Specific Uncertainty - How High Is the Private Gain From Indexation?," Papers 2000:11, Uppsala - Working Paper Series.
    2. John A. Carlson & Carol L. Osler, 1999. "Determinants of current risk premiums," Staff Reports 70, Federal Reserve Bank of New York.
    3. Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.

Articles

  1. William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2009. "Monetary Policy, Endogenous Inattention and the Volatility Trade‐off," Economic Journal, Royal Economic Society, vol. 119(534), pages 123-157, January.

    Cited by:

    1. Paul Hubert & Giovanni Ricco, 2018. "Imperfect information in macroeconomics," Post-Print hal-03458122, HAL.
    2. Gaballo, G., 2012. "Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches," Working papers 402, Banque de France.
    3. George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
    4. Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2006. "Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy," University of Oregon Economics Department Working Papers 2006-6, University of Oregon Economics Department.
    5. Mankiw, N. Gregory & Reis, Ricardo, 2002. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Scholarly Articles 3415324, Harvard University Department of Economics.
    6. Milani, Fabio, 2008. "Learning, monetary policy rules, and macroeconomic stability," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
    7. Kwangyong Park, 2019. "Uncertainty, Attention Allocation and Monetary Policy Asymmetry," Working Papers 2019-5, Economic Research Institute, Bank of Korea.
    8. Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Discussion Paper 2012-083, Tilburg University, Center for Economic Research.
    9. Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
    10. Yingying Xu & Zhixin Liu & Zichao Jia & Chi-Wei Su, 2017. "Is time-variant information stickiness state-dependent?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(3), pages 169-187, December.
    11. Lena Dräger, 2011. "Endogenous Persistence with Recursive Inattentiveness," Macroeconomics and Finance Series 201103, University of Hamburg, Department of Socioeconomics.
    12. Carola Conces Binder, 2021. "Central Bank Communication and Disagreement about the Natural Rate Hypothesis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 81-123, June.
    13. Martin Ellison & Tony Yates, 2007. "Escaping Volatile Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 981-993, June.
    14. Orland, Andreas & Roos, Michael W.M., 2019. "Price-setting with quadratic adjustment costs: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 88-116.
    15. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Macroeconomics 0510022, University Library of Munich, Germany.
    16. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006 59, Society for Computational Economics.
    17. Alberto Locarno, 2007. "Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies," International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 47-85, September.
    18. Cars Hommes & Domenico Massaro & Matthias Weber, 2015. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Tinbergen Institute Discussion Papers 15-087/II, Tinbergen Institute.
    19. Hahn, Volker, 2014. "Transparency In Monetary Policy, Signaling, And Heterogeneous Information," Macroeconomic Dynamics, Cambridge University Press, vol. 18(2), pages 369-394, March.

  2. Carlson, John A. & Valev, Naven, 2008. "Fixed exchange rate credibility with heterogeneous expectations," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1712-1722, December.

    Cited by:

    1. Martin Brown & Helmut Stix, 2014. "The Euroization of Bank Deposits in Eastern Europe," Working Papers 197, Oesterreichische Nationalbank (Austrian Central Bank).
    2. Menna Bizuneh & Neven Valev, 2014. "The Devil you Know: Pegs vs Floats with Uncertain Outcomes," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 686-699, September.
    3. Brown, M. & Kirschenmann, K. & Ongena, S., 2009. "Foreign Currency Loans - Demand or Supply Driven?," Other publications TiSEM 75ee4df5-492e-4e1f-8dc4-3, Tilburg University, School of Economics and Management.
    4. Martin Brown & Karolin Kirschenmann & Steven Ongena, 2014. "Bank Funding, Securitization, and Loan Terms: Evidence from Foreign Currency Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1501-1534, October.

  3. Neven Valev & John Carlson, 2007. "Beliefs about Exchange‐Rate Stability: Survey Evidence from the Currency Board in Bulgaria," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 10(2), pages 111-121.
    See citations under working paper version above.
  4. Carlson, John A. & Lo, Melody, 2006. "One minute in the life of the DM/US$: Public news in an electronic market," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1090-1102, November.

    Cited by:

    1. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
    2. Kitamura, Yoshihiro, 2017. "Simple measures of market efficiency: A study in foreign exchange markets," Japan and the World Economy, Elsevier, vol. 41(C), pages 1-16.
    3. Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013. "Econometric modeling of exchange rate volatility and jumps," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 16, pages 373-427, Edward Elgar Publishing.
    4. Martin D. D. Evans & Richard K. Lyons, 2017. "Do Currency Markets Absorb News Quickly?," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 12, pages 477-505, World Scientific Publishing Co. Pte. Ltd..
    5. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    6. Kate Phylaktis & Long Chen, 2010. "Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 228-246.
    7. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
    8. john cotter & kevin dowd, 2011. "Intra-Day Seasonality in Foreign Exchange Market Transactions," Papers 1103.5664, arXiv.org.
    9. K. H. McIntyre & Kristine Harjes, 2016. "Order Flow and the Bitcoin Spot Rate," Applied Economics and Finance, Redfame publishing, vol. 3(3), pages 136-147, August.
    10. David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright, 2006. "Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data," International Finance Discussion Papers 830, Board of Governors of the Federal Reserve System (U.S.).
    11. Ingrid Lo & Stephen Sapp, 2005. "Order Submission: The Choice between Limit and Market Orders," Staff Working Papers 05-42, Bank of Canada.
    12. S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
    13. Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
    14. Love, Ryan & Payne, Richard, 2003. "Macroeconomic news, order flows and exchange rates," LSE Research Online Documents on Economics 24901, London School of Economics and Political Science, LSE Library.
    15. Rafael R. Rebitzky, 2010. "The Influence Of Fundamentals On Exchange Rates: Findings From Analyses Of News Effects," Journal of Economic Surveys, Wiley Blackwell, vol. 24(4), pages 680-704, September.
    16. Müller, Christian, 2015. "Radical uncertainty: Sources, manifestations and implications," Economics Discussion Papers 2015-41, Kiel Institute for the World Economy (IfW Kiel).
    17. Neely, Christopher J., 2015. "Unconventional monetary policy had large international effects," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 101-111.
    18. Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Business School.
    19. Lo, Melody & Lee, Cheng-Few, 2006. "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 565-585, September.
    20. Ingrid Lo & Stephen Sapp, 2011. "Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market," Staff Working Papers 11-8, Bank of Canada.
    21. Lo, Ingrid & Sapp, Stephen G., 2010. "Order aggressiveness and quantity: How are they determined in a limit order market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 213-237, July.
    22. Munazza Jabeen & Abdul Rashid, 2022. "Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 14(2), pages 222-245, May.
    23. Evans, Kevin P. & Speight, Alan E.H., 2010. "Dynamic news effects in high frequency Euro exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 238-258, July.
    24. Lo, Ingrid & Sapp, Stephen G., 2008. "The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1056-1073, November.

  5. N. T. Valev & J. A. Carlson, 2003. "Sources of dispersion in consumer inflation forecasts," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 77-81.

    Cited by:

    1. Cornand Camille & Hubert Paul, 2022. "Information Frictions Across Various Types of Inflation Expectations," Working papers 873, Banque de France.
    2. Jan Babecky & Jiri Podpiera, 2008. "Inflation Forecasts Errors in the Czech Republic: Evidence from a Panel of Institutions," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 6, pages 77-85, Czech National Bank.
    3. Camille Cornand & Paul Hubert, 2021. "Information frictions in inflation expectations among five types of economic agents," Working Papers halshs-03351632, HAL.
    4. Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
    5. Carlos Capistrán & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 365-396, March.

  6. John A. Carlson & Neven T. Valev, 2002. "A Disinflation Trade-Off: Speed Versus Final Destination," Economic Inquiry, Western Economic Association International, vol. 40(3), pages 450-456, July.

    Cited by:

    1. Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
    2. Prat, Georges & Uctum, Remzi, 2011. "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 236-247, June.
    3. Tomasz Lyziak, 2016. "Financial crisis, low inflation environment and short-term inflation expectations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 285-300.
    4. Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," Working Papers hal-04140866, HAL.
    5. Aleksandra Rutkowska & Magdalena Szyszko, 2022. "New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 701-718, February.
    6. Tomasz Lyziak, 2014. "Inflation expectations in Poland, 2001–2013. Measurement and macroeconomic testing," NBP Working Papers 178, Narodowy Bank Polski.
    7. Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo, 2015. "La formación de expectativas de inflación en Colombia," Borradores de Economia 880, Banco de la Republica de Colombia.
    8. Neven Valev & John A. Carlson, 2004. "Beliefs about Exchange-Rate Stability: Survey Evidence from the Currency Board in Bulgaria," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0424, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    9. Heinemann, Friedrich & Ullrich, Katrin, 2004. "The Impact of EMU on Inflation Expectations," ZEW Discussion Papers 04-01, ZEW - Leibniz Centre for European Economic Research.
    10. Łyziak, Tomasz & Paloviita, Maritta, 2018. "On the formation of inflation expectations in turbulent times: The case of the euro area," Economic Modelling, Elsevier, vol. 72(C), pages 132-139.
    11. Ece Oral, 2016. "Measuring Consumer Inflation Expectations in Turkey," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(1), pages 43-74.
    12. Svatopluk Kapounek & Lubor Lacina, 2011. "Inflation Perceptions and Anticipations in the Old Eurozone Member States," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 120-139.
    13. Ece Oral, 2013. "Consumer Inflation Expectations in Turkey," IFC Working Papers 10, Bank for International Settlements.
    14. Łyziak, Tomasz & Mackiewicz-Łyziak, Joanna, 2020. "Does fiscal stance affect inflation expectations? Evidence for European economies," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 296-310.
    15. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times: Can ECB manage inflation expectations of professional forecasters?," Bank of Finland Research Discussion Papers 13/2017, Bank of Finland.

  7. Carlson, John A. & Valev, Neven T., 2001. "Credibility of a new monetary regime: The currency board in Bulgaria," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 581-594, June.

    Cited by:

    1. Atanas Christev, 2007. "Learning Hyperinflations," Money Macro and Finance (MMF) Research Group Conference 2006 126, Money Macro and Finance Research Group.
    2. Valev, Neven, 2004. "No pain, no gain: market reform, unemployment, and politics in Bulgaria," Journal of Comparative Economics, Elsevier, vol. 32(3), pages 409-425, September.
    3. Neven Valev, 2000. "Building Monetary Credibility in a Transforming Economy," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0212, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    4. Atanas Christev, 2005. "The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s," CERT Discussion Papers 0507, Centre for Economic Reform and Transformation, Heriot Watt University.
    5. Melina Dritsaki & Chaido Dritsaki, 2012. "A panel data approach to the demand for money in Bulgaria and Romania," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 705-710, May.
    6. Oliver Grimm, 2007. "Fiscal Discipline and Stability under Currency Board Systems," CER-ETH Economics working paper series 07/66, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    7. Neven Valev & John A. Carlson, 2004. "Beliefs about Exchange-Rate Stability: Survey Evidence from the Currency Board in Bulgaria," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0424, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    8. Stefka Slavova, 2003. "Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000," Applied Economics, Taylor & Francis Journals, vol. 35(11), pages 1303-1316.
    9. Alain Raybaut & Dominique Torre, 2004. "Unions monétaires, caisses d'émission et dollarisation : les fondements analytiques des systèmes de change « ultra-fixes »," Revue d'Économie Financière, Programme National Persée, vol. 75(2), pages 37-54.
    10. Carlson, John A. & Valev, Naven, 2008. "Fixed exchange rate credibility with heterogeneous expectations," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1712-1722, December.
    11. Oya Celasun & R. Gaston Gelos & Alessandro Prati, 2004. "Obstacles to disinflation: what is the role of fiscal expectations? [‘Disinflation with imperfect credibility’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 19(40), pages 442-481.
    12. Feng, Shu & Fu, Liang & Ho, Chun-Yu & Alex Ho, Wai-Yip, 2023. "Political stability and credibility of currency board," Journal of International Money and Finance, Elsevier, vol. 137(C).
    13. Eva Christine Erhardt, 2022. "Prevalence and Persistence of High-Growth Entrepreneurship: Which Institutions Matter Most?," Journal of Industry, Competition and Trade, Springer, vol. 22(2), pages 297-332, June.

  8. Robert A. Buckle & John A. Carlson, 2000. "Inflation and Asymmetric Price Adjustment," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 157-160, February.
    See citations under working paper version above.
  9. Carlson, John A. & Osler, C. L., 2000. "Rational speculators and exchange rate volatility1," European Economic Review, Elsevier, vol. 44(2), pages 231-253, February.

    Cited by:

    1. Oliver Morrissey & Manop Udomkerdmongkol, 2008. "Foreign Direct Investment and Exchange Rates: A Case Study of US FDI in Emerging Market Countries," Working Papers 2008-10, Monetary Policy Group, Bank of Thailand.
    2. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    3. Ariane Szafarz, 2010. "Financial Crises in Efficient Markets: How Fundamentalists Fuel Volatility," Working Papers CEB 10-052, ULB -- Universite Libre de Bruxelles.
    4. Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa., 2005. "Liquidity provision in the overnight foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 175-196, March.
    5. Mohamed Ibrahim Nor & Tajul Ariffin Masron & Tariq Tawfeeq Yousif Alabdullah, 2020. "Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia," SAGE Open, , vol. 10(1), pages 21582440198, January.
    6. Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, vol. 45(1), pages 37-57, June.
    7. Weber, Christoph S., 2019. "The effect of central bank transparency on exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 165-181.
    8. Enrique Martínez García, 2007. "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers 02, Federal Reserve Bank of Dallas.
    9. Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018. "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper 86617, University Library of Munich, Germany.
    10. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
    11. Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006. "Fixed versus flexible: Lessons from EMS order flow," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 551-579, June.
    12. Manop Udomkerdmongkol & Oliver Morrissey & Holger Görg, 2008. "Exchange Rates and Outward Foreign Direct Investment: US FDI in Emerging Economies," WIDER Working Paper Series RP2008-102, World Institute for Development Economic Research (UNU-WIDER).
    13. Stanley W. Black, 2015. "The Portfolio Theory of Exchange Rates—Then and Now," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 379-386, May.
    14. Chang, Sanders S., 2013. "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1079-1096.
    15. Nuttathum Chutasripanich & James Yetman, 2015. "Foreign exchange intervention: strategies and effectiveness," BIS Working Papers 499, Bank for International Settlements.
    16. Min-Yong Shin & Taehwan Yoo, 2006. "Monetary Policy Rules and the Forward Discount Bias," Korean Economic Review, Korean Economic Association, vol. 22, pages 299-317.

  10. Buckle, Robert A. & Carlson, John A., 2000. "Menu costs, firm size and price rigidity," Economics Letters, Elsevier, vol. 66(1), pages 59-63, January.

    Cited by:

    1. Daniel de Munnik & Kuan Xu, 2007. "Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms," Staff Working Papers 07-31, Bank of Canada.
    2. Juan manuel Julio & Héctor manuel Zárate, 2008. "The Price Setting Behavior in Colombia: evidence from PPI micro data," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 12-44, June.
    3. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    4. Klenow, Peter J. & Malin, Benjamin A., 2010. "Microeconomic Evidence on Price-Setting," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 6, pages 231-284, Elsevier.
    5. Sebnem Bahadir-Lust & Jens-Peter Loy & Christoph R. Weiss, 2007. "Are they always offering the lowest price? An empirical analysis of the persistence of price dispersion in a low inflation environment," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 777-788.
    6. Mark J Holmes, 2000. "Monetary Shocks and the Asymmetric Adjustment of Uk Regional Output," Environment and Planning C, , vol. 18(6), pages 667-680, December.
    7. Alan Kackmeister, 2005. "Yesterday's bad times are today's good old times: retail price changes in the 1890s were smaller, less frequent, and more permanent," Finance and Economics Discussion Series 2005-18, Board of Governors of the Federal Reserve System (U.S.).
    8. Miles Parker, 2014. "Price-setting behaviour in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2014/04, Reserve Bank of New Zealand.
    9. Alexander L. Wolman, 2007. "The frequency and costs of individual price adjustment," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 531-552.
    10. Luc Aucremanne & Emmanuel Dhyne, 2004. "How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI," Working Paper Research 44, National Bank of Belgium.
    11. Alan Kackmeister, 2007. "Yesterday's Bad Times Are Today's Good Old Times: Retail Price Changes Are More Frequent Today Than in the 1890s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1987-2020, December.
    12. Michael J. Hicks, 2007. "Hierarchical delays as a source of nominal price rigidities: evidence from the microcomputer industry," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 803-815.
    13. Scobie, Grant M, 2020. "If Bill Phillips were Governor ...? Some implications of his work for contemporary macroeconomic policy," Working Paper Series 21096, Victoria University of Wellington, Chair in Public Finance.
    14. Arthur Fishman & Ziv Hellman & Avi Weiss, 2016. "Investing in Long-Term Customer Relationships," Working Papers 2016-07, Bar-Ilan University, Department of Economics.
    15. Brian Silverstone, 2000. "Respondent Dynamics within the NZIER Survey of Business Opinion: An Introductory Perspective," Working Papers in Economics 00/03, University of Waikato.
    16. Pinelopi Goldberg & Rebecca Hellerstein, 2009. "How Rigid Are Producer Prices?," Working Papers 1184, Princeton University, Department of Economics, Center for Economic Policy Studies..
    17. Owen, Ann & Trzepacz, David, 2002. "Menu costs, firm strategy, and price rigidity," Economics Letters, Elsevier, vol. 76(3), pages 345-349, August.
    18. J. Konieczny, A. Skrzpacz, 2006. "Search, Costly Price Adjustment and the Frequency of Price Changes - Theory and Evidence," Working Papers eg0054, Wilfrid Laurier University, Department of Economics, revised 2006.
    19. Alan Kackmeister, 2007. "Yesterday's Bad Times Are Today's Good Old Times: Retail Price Changes Are More Frequent Today Than in the 1890s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1987-2020, December.
    20. Dariusz Kusz & Bożena Kusz & Paweł Hydzik, 2022. "Changes in the Price of Food and Agricultural Raw Materials in Poland in the Context of the European Union Accession," Sustainability, MDPI, vol. 14(8), pages 1-21, April.

  11. Buckle, Robert A & Carlson, John A, 1998. "Inflation and Asymmetric Output Adjustments by Firms," Economic Inquiry, Western Economic Association International, vol. 36(2), pages 215-228, April.

    Cited by:

    1. David Law & Bob Buckle & Dean Hyslop, 2006. "Toward a Model of Firm Productivity Dynamics," Treasury Working Paper Series 06/11, New Zealand Treasury.
    2. Karras, Georgios & Stokes, Houston H., 1999. "Why are the effects of money-supply shocks asymmetric? Evidence from prices, consumption, and investment," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 713-727.
    3. Luís Cabral & Arthur Fishman, 2011. "Business as Usual: A Consumer Search Theory of Sticky Prices and Asymmetric Price Adjustment," Working Papers 2011-01, Bar-Ilan University, Department of Economics.
    4. Silvia Fabiani & Angela Gattulli & Roberto Sabbatini, 2003. "La rigidità dei prezzi in Italia," Moneta e Credito, Economia civile, vol. 56(223), pages 325-358.

  12. John A. Carlson, 1998. "Risk Aversion, Foreign Exchange Speculation and Gambler’s Ruin," Economica, London School of Economics and Political Science, vol. 65(259), pages 441-453, August.
    See citations under working paper version above.
  13. Carlson, John A, 1992. "Some Evidence on Lump Sum versus Convex Costs of Changing Prices," Economic Inquiry, Western Economic Association International, vol. 30(2), pages 322-331, April.

    Cited by:

    1. Shantanu Dutta & Mark Bergen & Daniel Levy & Robert Venable, 2005. "Menu Costs, Posted Prices, and Multiproduct Retailers," Macroeconomics 0505007, University Library of Munich, Germany.
    2. Michael C. Davis & James D. Hamilton, 2003. "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," NBER Working Papers 9741, National Bureau of Economic Research, Inc.
    3. Saygın Şahinöz & Bedriye Saraçoğlu, 2011. "How do firms adjust their prices in Turkey? Micro-level evidence," Empirical Economics, Springer, vol. 40(3), pages 601-621, May.
    4. Slade, Margaret E., 1999. "Sticky prices in a dynamic oligopoly: An investigation of (s,S) thresholds," International Journal of Industrial Organization, Elsevier, vol. 17(4), pages 477-511, May.
    5. Alexander L. Wolman, 2007. "The frequency and costs of individual price adjustment," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 531-552.
    6. Wilko Letterie & Øivind A. Nilsen, 2022. "Pricing Behaviour and Menu Costs in Multi‐product Firms," Economica, London School of Economics and Political Science, vol. 89(355), pages 746-769, July.
    7. Elizabeth Powers & Nicholas Powers, 2001. "The Size and Frequency of Price Changes: Evidence from Grocery Stores," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 18(4), pages 397-416, June.

  14. Carlson, John A. & Findlay, David W., 1992. "Relative prices, aggregate prices, and wage indexation," Journal of Economics and Business, Elsevier, vol. 44(1), pages 31-45, February.

    Cited by:

    1. Duca, John V. & Van Hoose, David D., 2001. "The Rise of Goods-Market Competition and the Fall of Nominal Wage Contracting: Endogenous Wage Contracting in a Multisector Economy," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 1-29, January.

  15. Carlson, John A & Dunkelberg, William C, 1989. "Market Perceptions and Inventory-Price-Employment Plans," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 318-324, May.

    Cited by:

    1. Daniele Coen-Pirani, 2004. "Markups, Aggregation, and Inventory Adjustment," American Economic Review, American Economic Association, vol. 94(5), pages 1328-1353, December.

  16. Carlson, John A. & McAfee, R. Preston, 1984. "Joint search for several goods," Journal of Economic Theory, Elsevier, vol. 32(2), pages 337-345, April.

    Cited by:

    1. Dubois, Pierre & Perrone, Helena, 2015. "Price Dispersion and Informational Frictions: Evidence from Supermarket Purchases," TSE Working Papers 15-606, Toulouse School of Economics (TSE), revised Sep 2017.
    2. Carrasco, Jose A. & Harrison, Rodrigo, 2023. "Costly multi-unit search," European Economic Review, Elsevier, vol. 154(C).
    3. Raluca M. Ursu & Daria Dzyabura, 2020. "Retailers’ product location problem with consumer search," Quantitative Marketing and Economics (QME), Springer, vol. 18(2), pages 125-154, June.
    4. Gatti, J. Rupert J., 1999. "Multi-Commodity Consumer Search," Journal of Economic Theory, Elsevier, vol. 86(2), pages 219-244, June.
    5. Pedro Cosme Costa Vieira, 2005. "Multi Product Market Equilibrium with Sequential Search," FEP Working Papers 166, Universidade do Porto, Faculdade de Economia do Porto.
    6. Shigeru Makioka, 2015. "Wholesale Transactions under Economies and Diseconomies of Scope in Search Activities in a Model of Search and Match," Keio-IES Discussion Paper Series 2015-006, Institute for Economics Studies, Keio University.
    7. Shelegia, Sandro, 2012. "Multiproduct pricing in oligopoly," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 231-242.
    8. Zhou, Jidong, 2011. "Multiproduct search," MPRA Paper 37139, University Library of Munich, Germany.
    9. David McKenzie & Ernesto Schargrodsky, 2005. "Buying Less, But Shopping More: Changes In Consumption Patterns During A Crisis," Business School Working Papers buyinglessshop, Universidad Torcuato Di Tella.
    10. Alexei Parakhonyak, 2009. "On The Relevance Of Irrelevant Information," Tinbergen Institute Discussion Papers 09-087/1, Tinbergen Institute.
    11. Richards, Timothy J. & Hamilton, Stephen F. & Allender, William, 2016. "Search and price dispersion in online grocery markets," International Journal of Industrial Organization, Elsevier, vol. 47(C), pages 255-281.

  17. Carlson, John A & McAfee, R Preston, 1983. "Discrete Equilibrium Price Dispersion," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 480-493, June.

    Cited by:

    1. Nemet, Gregory F. & O’Shaughnessy, Eric & Wiser, Ryan & Darghouth, Naïm & Barbose, Galen & Gillingham, Ken & Rai, Varun, 2017. "Characteristics of low-priced solar PV systems in the U.S," Applied Energy, Elsevier, vol. 187(C), pages 501-513.
    2. McCarthy, Ian M., 2016. "Advertising intensity and welfare in an equilibrium search model," Economics Letters, Elsevier, vol. 141(C), pages 20-26.
    3. Richard Manning & Julian Manning, 1994. "Budget-Constrained Search," Game Theory and Information 9406001, University Library of Munich, Germany, revised 17 Jun 1994.
    4. Jean J. Gabszewicz & Isabel Grilo, 1992. "Price Competition When Consumersare Uncertain About Which Firm Sells Which Quality," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 1(4), pages 629-650, December.
    5. Mitchell Berlin & Loretta J. Mester, 2004. "Credit card rates and consumer search," Review of Financial Economics, John Wiley & Sons, vol. 13(1-2), pages 179-198.
    6. Connor, John M., 2004. "Collusion and Price Dispersion," Staff Papers 28639, Purdue University, Department of Agricultural Economics.
    7. Iannotta, Giuliano & Navone, Marco, 2012. "The cross-section of mutual fund fee dispersion," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 846-856.
    8. Bakucs, Lajos Zoltan & Ferto, Imre, 2009. "Milk Retail Sales Patterns in a Transition Economy. The Case of Hungary," 83rd Annual Conference, March 30 - April 1, 2009, Dublin, Ireland 50932, Agricultural Economics Society.
    9. Mark J. Roberts & Dylan Supina, 1997. "Output Price and Markup Dispersion in Micro Data: The Roles of Producer Heterogeneity and Noise," NBER Working Papers 6075, National Bureau of Economic Research, Inc.
    10. Donna, Javier D. & Schenone, Pablo & Veramendi, Gregory F., 2020. "Networks, frictions, and price dispersion," Munich Reprints in Economics 84735, University of Munich, Department of Economics.
    11. Ratchford, Brian T., 2009. "Online Pricing: Review and Directions for Research," Journal of Interactive Marketing, Elsevier, vol. 23(1), pages 82-90.
    12. Malakhov, Sergey, 2015. "Law of one price and optimal consumption-leisure choice under price dispersion," MPRA Paper 65273, University Library of Munich, Germany.
    13. Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
    14. M. Ali Choudhary, 2004. "Connecting People," School of Economics Discussion Papers 0404, School of Economics, University of Surrey.
    15. Michael T. Rauh, 2005. "Nonstandard Foundations of Equilibrium Search Models," Working Papers 2005-02, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    16. Ali Hortaçsu & Chad Syverson, 2004. "Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(2), pages 403-456.
    17. Burdett, Ken & Smith, Eric, 2010. "Price distributions and competition," Economics Letters, Elsevier, vol. 106(3), pages 180-183, March.
    18. Shi Bo & Chen Wen, 2018. "Individual Health Insurance Market with an Entrant – The ACA Health Insurance Exchange Observations," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-27, July.
    19. Walter Beckert, 2011. "Empirical analysis of countervailing power in business-to-business bargaining," CeMMAP working papers CWP32/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Haynes, Michelle & Thompson, Steve, 2008. "Price, price dispersion and number of sellers at a low entry cost shopbot," International Journal of Industrial Organization, Elsevier, vol. 26(2), pages 459-472, March.
    21. Avi Weiss & Joshua Sherman, 2014. "An Empirical Analysis of Search Costs and Price Dispersion," Working Papers 2014-06, Bar-Ilan University, Department of Economics.
    22. Pedro Mazeda Gil & Fernanda Figueiredo & Oscar Afonso, 2009. "Equilibrium Price Distribution with Directed Technical Change," FEP Working Papers 327, Universidade do Porto, Faculdade de Economia do Porto.
    23. Pires, Tiago, 2018. "Measuring the effects of search costs on equilibrium prices and profits," International Journal of Industrial Organization, Elsevier, vol. 60(C), pages 179-205.
    24. Raymundo M. Campos-Vázquez & Eduardo M. Medina-Cortina, 2019. "Pass-through and competition: the impact of soft drink taxes as seen through Mexican supermarkets," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-23, December.
    25. Simon P. Anderson & Régis Renault & Claude Jessua, 1996. "Produits différenciés et information imparfaite des consommateurs," Revue Économique, Programme National Persée, vol. 47(3), pages 425-435.
    26. Winter-Ebmer, Rudolf & Zulehner, Christine & Hackl, Franz & Kummer, Michael E, 2012. "Market Structure and Market Performance in E-Commerce," CEPR Discussion Papers 9001, C.E.P.R. Discussion Papers.
    27. Bruno Cesar Aurichio Ledo, 2011. "Competição Em Preços Entre Corretores Deseguros De Automóveis," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 045, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    28. James L. Hamilton, 1991. "The Dealer And Market Concepts Of Bid-Ask Spread: A Comparison For Nasdaq Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(2), pages 129-139, June.
    29. Kenneth Gillingham, Hao Deng, Ryan Wiser, Naim Darghouth, Gregory Nemet, Galen Barbose, Varun Rai, and Changgui Dong, 2016. "Deconstructing Solar Photovoltaic Pricing," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    30. Marco A. Haan & José L. Moraga‐González, 2011. "Advertising for Attention in a Consumer Search Model," Economic Journal, Royal Economic Society, vol. 121(552), pages 552-579, May.
    31. Pinar Karaca-Mandic & Roger Feldman & Peter Graven, 2013. "The Role of Agents and Brokers in the Market for Health Insurance," Working Papers 13-58, Center for Economic Studies, U.S. Census Bureau.
    32. Alfredo Martin-Oliver & Vicente Salas-Fumas & Jesús Saurina, 2008. "Search Cost and Price Dispersion in Vertically Related Markets: The Case of Bank Loans and Deposits," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 33(4), pages 297-323, December.
    33. Babur de los Santos, 2008. "Consumer Search on the Internet," Working Papers 2008-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    34. Geraldo CERQUEIRO & Hans DEGRYSE & Steven ONGENA, 2007. "Rules versus discretion in loan rate setting," Working Papers of Department of Economics, Leuven ces0723, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    35. Michael Rauh, "undated". "A Model of Temporary Search Market Equilibrium," Economics and Finance Discussion Papers 97-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    36. Pessoa, João Paulo & Rezende, Leonardo & Assunção, Juliano, 2019. "Flex cars and competition in fuel retail markets," International Journal of Industrial Organization, Elsevier, vol. 63(C), pages 145-184.
    37. Joshua Sherman & Avi Weiss, 2017. "On Fruitful And Futile Tests Of The Relationship Between Search And Price Dispersion," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1898-1918, October.
    38. Simon P. Anderson & André de Palma, 2003. "Price Dispersion," Virginia Economics Online Papers 361, University of Virginia, Department of Economics.
    39. Brown, Jeffrey, 2000. "Does the Internet Make Markets More Competitive? Evidence from the Life Insurance Industry," Working Paper Series rwp00-007, Harvard University, John F. Kennedy School of Government.
    40. Caglayan, Mustafa & Filiztekin, Alpay & Rauh, Michael T., 2008. "Inflation, price dispersion, and market structure," European Economic Review, Elsevier, vol. 52(7), pages 1187-1208, October.
    41. Cason, Timothy N. & Friedman, Daniel, 2003. "Buyer search and price dispersion: a laboratory study," Journal of Economic Theory, Elsevier, vol. 112(2), pages 232-260, October.
    42. Barron, John M. & Taylor, Beck A. & Umbeck, John R., 2004. "Number of sellers, average prices, and price dispersion," International Journal of Industrial Organization, Elsevier, vol. 22(8-9), pages 1041-1066, November.
    43. Anania, Giovanni & Nistico, Rosanna, 2012. "Price dispersion, search costs and consumers and sellers heterogeneity in retail food markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 125594, International Association of Agricultural Economists.
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    3. Lawrence H. Summers, 1982. "The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect," NBER Working Papers 0836, National Bureau of Economic Research, Inc.
    4. Joe Peek & James A. Wilcox, 1984. "The Reaction of Reduced-Form Coefficients to Regime Changes: The Case of Interest Rates," NBER Working Papers 1379, National Bureau of Economic Research, Inc.
    5. Bayoumi, Tamim & Gagnon, Joseph, 1996. "Taxation and inflation: A new explanation for capital flows," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 303-330, October.
    6. Yash P. Mehra, 1985. "Inflationary expectations, money growth, and the vanishing liquidity effect of money on interest : a further investigation," Economic Review, Federal Reserve Bank of Richmond, vol. 71(Mar), pages 23-35.

  23. Carlson, John A, 1977. "Short-Term Interest Rates as Predictors of Inflation: Comment," American Economic Review, American Economic Association, vol. 67(3), pages 469-475, June.

    Cited by:

    1. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, vol. 90(Nov), pages 609-642.
    2. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    3. Antonio Ribba, 2011. "On some neglected implications of the Fisher effect," Empirical Economics, Springer, vol. 40(2), pages 451-470, April.
    4. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc.
    5. Blinder, Alan S. & Newton, William J., 1981. "The 1971-1974 controls program and the price level : An econometric post-mortem," Journal of Monetary Economics, Elsevier, vol. 8(1), pages 1-23.
    6. Martin D. Evans & Karen K. Lewis, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," Working Papers 92-22, New York University, Leonard N. Stern School of Business, Department of Economics.
    7. Bharat R. Kolluri, 1982. "Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 135-149, June.
    8. Chakraborty, Lekha, 2012. "Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out," Working Papers 12/110, National Institute of Public Finance and Policy.
    9. Peter Kehinde, Mogaji, 2010. "Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria," MPRA Paper 98760, University Library of Munich, Germany.
    10. Frederic S. Mishkin, 1984. "The Real Interest Rate: A Multi-Country Empirical Study," Canadian Journal of Economics, Canadian Economics Association, vol. 17(2), pages 283-311, May.
    11. Robert J. Shiller, 1980. "Can the Fed Control Real Interest Rates?," NBER Chapters, in: Rational Expectations and Economic Policy, pages 117-167, National Bureau of Economic Research, Inc.
    12. Herman B. Leonard, 1985. "The Federal Civil Service Retirement System: An Analysis of Its Financial Condition and Current Reform Proposals," NBER Chapters, in: Pensions, Labor, and Individual Choice, pages 399-444, National Bureau of Economic Research, Inc.
    13. Mishkin, F.S., 1989. "Can Future Market Data Be Used To Understand The Behavior Of Real Interest Rates?," Papers fb-87-18r, Columbia - Graduate School of Business.
    14. John H. Wood, 1981. "Interest rates and inflation," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 5(May), pages 3-12.

  24. Carlson, John A, 1973. "The Production Lag," American Economic Review, American Economic Association, vol. 63(1), pages 73-86, March.

    Cited by:

    1. Nilsen, Jeffrey, 2013. "Delayed production and raw materials inventory under uncertainty," International Journal of Production Economics, Elsevier, vol. 146(1), pages 337-345.
    2. Weiss, Christoph R., 1995. "Determinants of price flexibility in oligopolistic markets: Evidence from austrian manufacturing," Journal of Economics and Business, Elsevier, vol. 47(5), pages 423-439, December.
    3. Bivin, David, 1999. "A Model of the Production Lag and Work-in-Process Inventories," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 509-536, July.

  25. John A. Carlson & Terrence B. O'Keefe, 1969. "Buffer Stocks and Reaction Coefficients: An Experiment with Decision Making under Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(4), pages 467-484.

    Cited by:

    1. Karim Jamal & Michael Maier & Shyam Sunder, 2012. "Simple Agents, Intelligent Markets," Cowles Foundation Discussion Papers 1868R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
    2. Uri Ben-Zion & Yuval Cohen & Ruth Peled & TAL SHAVIT, 2007. "Decision-Making and the Newsvendor Problem – An Experimental Study," Working Papers 0711, Ben-Gurion University of the Negev, Department of Economics.
    3. Maurice E. Schweitzer & Gérard P. Cachon, 2000. "Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence," Management Science, INFORMS, vol. 46(3), pages 404-420, March.

  26. J. A. Carlson, 1968. "An Invariably Stable Cobweb Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 35(3), pages 360-362.

    Cited by:

    1. Fausto, Cavalli, 2016. "A cobweb model with alternating demand and supply functions," Working Papers 325, University of Milano-Bicocca, Department of Economics, revised 07 Feb 2016.
    2. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    3. Hommes, C.H., 2007. "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers 07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    4. Domenico Colucci & Vincenzo Valori, 2011. "Adaptive expectations and cobweb phenomena: does heterogeneity matter?," Post-Print hal-00828981, HAL.
    5. Duffy, John, 2006. "Agent-Based Models and Human Subject Experiments," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 19, pages 949-1011, Elsevier.
    6. Domenico Colucci & Vincenzo Valori, 2011. "Can Endogenous Participation Explain Price Volatility? Evidence from an Agent-Based Cobweb Model," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 425-437, October.
    7. Huang, Weihong, 1995. "Caution implies profit," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 257-277, July.
    8. Domenico Colucci & Vincenzo Valori, 2009. "Heterogeneous adaptive expectations and cobweb phenomena," Working Papers - Mathematical Economics 2009-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    9. Fausto Cavalli & Ahmad Naimzada & Lucia Parisio, 2021. "Learning in a double-phase cobweb model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 579-611, December.
    10. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
    11. Jianru Fu & Ruiyuan Shen & Chao Huang, 2023. "How does price insurance alleviate the fluctuation of agricultural product market? A dynamic analysis based on cobweb model," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(5), pages 202-211.
    12. Holmes, James M. & Manning, Richard, 1988. "Memory and market stability : The case of the cobweb," Economics Letters, Elsevier, vol. 28(1), pages 1-7.
    13. Lux, Thomas, 1991. "Tâtonnement-Prozeß und Cobweb-Theorem," Open Access Publications from Kiel Institute for the World Economy 1466, Kiel Institute for the World Economy (IfW Kiel).

  27. Edward Ames & John A. Carlson, 1968. "Production Index Bias As A Measure Of Economic Development," Oxford Economic Papers, Oxford University Press, vol. 20(1), pages 24-37.

    Cited by:

    1. Fukao, Kyoji & 深尾, 京司 & フカオ, キョウジ & Ma, Debin & 馬, 徳斌 & Yuan, Tangjun, 2003. "International Comparison in Historical Perspective: Reconstructing the 1934-36 Benchmark Purchasing Power Parity for Japan, Korea and Taiwan," Discussion Paper Series a442, Institute of Economic Research, Hitotsubashi University.
    2. Stefano Fenoaltea, 2015. "Of Economics and Statistics: the "Gerschenkron Effect"," Carlo Alberto Notebooks 406, Collegio Carlo Alberto.

  28. John A. Carlson, 1962. "Foster and Catchings: A Mathematical Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 70(4), pages 400-400.

    Cited by:

    1. Shinji MIURA, 2016. "Graphic Explanation for Welfare Economic Foundation of Hoarding Loss," Journal of Economics Bibliography, KSP Journals, vol. 3(2), pages 265-289, June.
    2. Miura, Shinji, 2018. "Welfare economic foundation of hoarding loss by money circulation optimization," MPRA Paper 88443, University Library of Munich, Germany.

Chapters

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    3. Hostland Doug, 2010. "Fiscal Planning in an Era of Economic Stability," EcoMod2002 330800035, EcoMod.
    4. A. Steven Holland, 1984. "The impact of inflation uncertainty on the labor market," Review, Federal Reserve Bank of St. Louis, vol. 66(Aug), pages 21-28.
    5. Patric H. Hendershott & Roger D. Huang, 1983. "Debt and Equity Yields: 1926-80," NBER Working Papers 1142, National Bureau of Economic Research, Inc.
    6. Tsyplakov, Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," MPRA Paper 26908, University Library of Munich, Germany.
    7. Davis, George & Kanago, Bryce, 1998. "High and Uncertain Inflation: Results from a New Data Set," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(2), pages 218-230, May.
    8. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
    9. V. B. Hall, 1980. "Excess Demand and ExDectations Influences on Price Changes in Australian Manufacturing Industry," The Economic Record, The Economic Society of Australia, vol. 56(152), pages 69-81, March.
    10. Michael Reiter, 1999. "Asset prices and the measurement of wealth and saving," Economics Working Papers 396, Department of Economics and Business, Universitat Pompeu Fabra.
    11. Lunn, Pete & Duffy, David, 2010. "The Euro Through the Looking-Glass: Perceived Inflation Following the 2002 Currency Changeover," Papers WP338, Economic and Social Research Institute (ESRI).
    12. Wändi Bruine de Bruin & Michael F. Bryan & Simon M. Potter & Giorgio Topa & Wilbert Van der Klaauw, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York.
    13. Victor Zarnowitz & Phillip Braun, 1992. "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," NBER Working Papers 3965, National Bureau of Economic Research, Inc.
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    18. Hagenhoff, Tim & Lustenhouwer, Joep, 2020. "The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations," BERG Working Paper Series 163, Bamberg University, Bamberg Economic Research Group.
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    20. Lawrence H. Summers, 1983. "Observations on the Indexation of Old Age Pensions," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 231-258, National Bureau of Economic Research, Inc.
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    22. Nora Abu Asab & Juan Carlos Cuestas & Alberto Montagnoli, 2015. "Inflation targeting or Exchange Rate Targeting: Which Framework Supports The Goal of Price Stability in Emerging Market Economics?," Working Papers 2015025, The University of Sheffield, Department of Economics.
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    33. Ronald G. Ehrenberg & Leif Danziger & Gee San, 1982. "Cost-of-Living Adjustment Clauses in Union Contracts," NBER Working Papers 0998, National Bureau of Economic Research, Inc.
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