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Is Inflation Persistence Intrinsic in Industrial Economies? Author info | Abstract | Publisher info | Download info | Related research | Statistics Andrew Levin
Jeremy Piger
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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number
298.
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Keywords: inflation dynamics Bayesian econometrics persistence structural change Other versions of this item:
Find related papers by JEL classification: C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
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Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999.
"The Science of Monetary Policy: A New Keynesian Perspective ,"
CEPR Discussion Papers
2139, C.E.P.R. Discussion Papers.
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Christopher J. Erceg & Andrew T. Levin, 2001.
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Finance and Economics Discussion Series
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Chang-Jin Kim & Charles Nelson & Jeremy Piger, 2001.
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International Finance Discussion Papers
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Athanasios Orphanides & John C. Williams, 2002.
"Imperfect knowledge, inflation expectations, and monetary policy ,"
Working Papers in Applied Economic Theory
2002-04, Federal Reserve Bank of San Francisco.
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CFS Working Paper Series
2003/40, Center for Financial Studies.
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"Sluggish inflation and optimizing models of the business cycle ,"
Journal of Monetary Economics ,
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Nicoletta Batini, 2002.
"Euro area inflation persistence ,"
Working Paper Series
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Other versions: N. Gregory Mankiw & Ricardo Reis, 2001.
"Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve ,"
NBER Working Papers
8290, National Bureau of Economic Research, Inc.
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N. Gregory Mankiw & Ricardo Reis, 2001.
"Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve ,"
Harvard Institute of Economic Research Working Papers
1922, Harvard - Institute of Economic Research.
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"Sticky Information Versus Sticky Prices: A Proposal To Replace The New Keynesian Phillips Curve ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 117(4), pages 1295-1328, November.
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"Sticky information versus sticky prices: a proposal to replace the New-Keynesian Phillips Curve ,"
Proceedings ,
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NBER Working Papers
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Sims, Christopher A., 2003.
"Implications of rational inattention ,"
Journal of Monetary Economics ,
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Pivetta, Frederic & Reis, Ricardo, 2007.
"The persistence of inflation in the United States ,"
Journal of Economic Dynamics and Control ,
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Perron, Pierre, 1990.
"Testing for a Unit Root in a Time Series with a Changing Mean ,"
Journal of Business & Economic Statistics ,
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Other versions: Chib, Siddhartha, 1998.
"Estimation and comparison of multiple change-point models ,"
Journal of Econometrics ,
Elsevier, vol. 86(2), pages 221-241, June.
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Frederic S. Mishkin & Klaus Schmidt-Hebbel, 2001.
"One decade of inflation targeting in the world : What do we know and what do we need to know? ,"
Working Papers Central Bank of Chile
101, Central Bank of Chile.
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Other versions: Richard Clarida & Jordi Galí & Mark Gertler, 2000.
"Monetary Policy Rules And Macroeconomic Stability: Evidence And Some Theory ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 115(1), pages 147-180, February.
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Other versions:
Clarida, Richard & Galí, Jordi & Gertler, Mark, 1998.
"Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory ,"
CEPR Discussion Papers
1908, C.E.P.R. Discussion Papers.
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"Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory ,"
NBER Working Papers
6442, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Richard Clarida & Jordi Galí & Mark Gertler, 1997.
"Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory ,"
Economics Working Papers
350, Department of Economics and Business, Universitat Pompeu Fabra, revised May 1999.
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98-01, C.V. Starr Center for Applied Economics, New York University.
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Fuhrer, Jeff & Moore, George, 1995.
"Inflation Persistence ,"
The Quarterly Journal of Economics ,
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Jeff Fuhrer & George Moore, 1993.
"Inflation persistence ,"
Finance and Economics Discussion Series
93-17, Board of Governors of the Federal Reserve System (U.S.).
Jeff Fuhrer & George Moore, 1993.
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Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2001.
"Nominal rigidities and the dynamic effects of a shock to monetary policy ,"
Working Paper Series
WP-01-08, Federal Reserve Bank of Chicago.
[Downloadable!] Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 2001.
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Working Paper
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"Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy ,"
Journal of Political Economy ,
University of Chicago Press, vol. 113(1), pages 1-45, February.
Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 2001.
"Nominal rigidities and the dynamic effects of a shock to monetary policy ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Jun.
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"Monetary policy rules and the Great Inflation ,"
Finance and Economics Discussion Series
2002-8, Board of Governors of the Federal Reserve System (U.S.).
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Other versions: Bordo, Michael D. & Schwartz, Anna J., 1999.
"Under what circumstances, past and present, have international rescues of countries in financial distress been successful? ,"
Journal of International Money and Finance ,
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"Approximately Median-Unbiased Estimation of Autoregressive Models ,"
Journal of Business & Economic Statistics ,
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Robert Barro & Silvana Tenreyro, 2001.
"Closed and open economy models of business cycles with marked-up and sticky prices ,"
Proceedings ,
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Robert J. Barro & Silvana Tenreyro, 2000.
"Closed and Open Economy Models of Business Cycles with Marked up and Sticky Prices ,"
NBER Working Papers
8043, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Robert J. Barro & Silvana Tenreyro, 2006.
"Closed and Open Economy Models of Business Cycles with Marked Up and Sticky Prices ,"
Economic Journal ,
Royal Economic Society, vol. 116(511), pages 434-456, 04.
[Downloadable!] (restricted) Laurence Ball, 2000.
"Near-rationality and inflation in two monetary regimes ,"
Proceedings ,
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Taylor, John B., 2000.
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European Economic Review ,
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Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point ,"
Econometrica ,
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"Near-Rationality and Inflation in Two Monetary Regimes ,"
Economics Working Paper Archive
435, The Johns Hopkins University,Department of Economics.
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