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Citations for "Evolving Post-World War II U.S. Inflation Dynamics" by Timothy Cogley & Thomas Sargent
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Cited by (explanations , 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.): Stefano Nobili & Gerardo Palazzo, 2008.
"A beta based framework for (lower) bond risk premia ,"
Temi di discussione (Economic working papers)
689, Bank of Italy, Economic Research Department.
[Downloadable!]
Christian Melzer & Thorsten Neumann, 2005.
"Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR ,"
Computing in Economics and Finance 2005
144, Society for Computational Economics.
[Downloadable!]
Céline Gauthier & Fu Chun Li, 2006.
"Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model ,"
Working Papers
06-42, Bank of Canada.
[Downloadable!]
Harashima, Taiji, 2008.
"A Microfounded Mechanism of Observed Substantial Inflation Persistence ,"
MPRA Paper
10668, University Library of Munich, Germany.
[Downloadable!]
Athanasios Orphanides & John C. Williams, 2008.
"Imperfect Knowledge And The Pitfalls Of Optimal Control Monetary Policy ,"
Working Papers Central Bank of Chile
499, Central Bank of Chile.
[Downloadable!]
Other versions: James M. Nason & Gregor W. Smith, 2008.
"Great moderations and U.S. interest rates: unconditional evidence ,"
Working Paper
2008-01, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Andrew Ang & Sen Dong & Monika Piazzesi, 2005.
"No-arbitrage Taylor rules ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Haroon Mumtaz & Paolo Surico, 2006.
"Inflation Globalization and the Fall of Country Specific Fluctuations ,"
Computing in Economics and Finance 2006
166, Society for Computational Economics.
[Downloadable!]
Nicoletta Batini, 2002.
"Euro area inflation persistence ,"
Working Paper Series
201, European Central Bank.
[Downloadable!]
Other versions: J. Fackler & L. Filer, 2004.
"Exchange Rate Targeting and Economic Stabilization ,"
Econometric Society 2004 Far Eastern Meetings
565, Econometric Society.
[Downloadable!]
Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters? ,"
Levine's Bibliography
843644000000000057, UCLA Department of Economics.
[Downloadable!]
Other versions:
Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters? ,"
NBER Working Papers
13166, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesus Fernandez-Villaverde & Juan Rubio-ram, 2007.
"How Structural Are Structural Parameters? ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 2007, Volume 22, pages 83-137
National Bureau of Economic Research, Inc.
Benoît Mojon, 2005.
"When did unsystematic monetary policy have an effect on inflation? ,"
Working Paper Series
559, European Central Bank.
[Downloadable!]
Other versions: Gary Koop & Simon Potter, 2007.
"A flexible approach to parametric inference in nonlinear time series models ,"
Staff Reports
285, Federal Reserve Bank of New York.
[Downloadable!]
Richard A. Ashley & Randall J. Verbrugge., 2006.
"Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback ,"
Working Papers
e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Athanasios Orphanides & John C. Williams, 2008.
"Learning, expectations formation and the pitfalls of optimal control monetary policy ,"
Working Paper Series
2008-05, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:
Athanasios Orphanides & John C. Williams, 2008.
"Learning, Expectations Formation, and the Pitfalls of Optimal Control Monetary Policy ,"
Working Papers
2008-3, Central Bank of Cyprus.
[Downloadable!] Athanasios Orphanides & John C. Williams, 2008.
"Learning, Expectations Formation, And The Pitfalls Of Optimal Control Monetary Policy ,"
CAMA Working Papers
2008-17, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!] Orphanides, Athanasios & Williams, John C., 2008.
"Learning, expectations formation, and the pitfalls of optimal control monetary policy ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(Supplemen), pages S80-S96, October.
[Downloadable!] (restricted) Òscar Jordà, 2005.
"Estimation and Inference of Impulse Responses by Local Projections ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 161-182, March.
[Downloadable!]
Thomas J. Sargent, 2002.
"Commentary : the evolution of economic understanding and postwar stabilization policy ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 79-94.
[Downloadable!]
Taiji Harashima, 2004.
"The Ultimate Source of Inflation: A Microfoundation of the Fiscal Theory of the Price Level ,"
Macroeconomics
0409018, EconWPA, revised 23 Sep 2004.
[Downloadable!]
John C. Williams & Athanasios Orphanides, 2004.
"The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations ,"
Computing in Economics and Finance 2004
144, Society for Computational Economics.
[Downloadable!]
Other versions:
Athanasios Orphanides & John C. Williams, 2004.
"The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations ,"
International Finance Discussion Papers
804, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Athanasios Orphanides & John C. Williams, 2004.
"The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations ,"
CFS Working Paper Series
2004/24, Center for Financial Studies.
[Downloadable!] Athanasios Orphanides & John C. Williams, 2003.
"The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations ,"
Working Papers in Applied Economic Theory
2003-24, Federal Reserve Bank of San Francisco.
[Downloadable!] Orphanides, Athanasios & Williams, John C, 2005.
"The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning and Expectations ,"
CEPR Discussion Papers
4865, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Athanasios Orphanides & John C. Williams, 2004.
"The decline of activist stabilization policy: Natural rate misperceptions, learning and expectations ,"
Working Paper Series
337, European Central Bank.
[Downloadable!] Orphanides, Athanasios & Williams, John C., 2005.
"The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 29(11), pages 1927-1950, November.
[Downloadable!] (restricted) A. Orphanides & J. Williams, 2003.
"The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations ,"
Proceedings ,
Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Jean Boivin & Marc Giannoni, 2008.
"Global Forces and Monetary Policy Effectiveness ,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Chiara Scotti, 2006.
"A bivariate model of Fed and ECB main policy rates ,"
International Finance Discussion Papers
875, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Necati Tekatli, 2007.
"Understanding Sources of the Change in International Business Cycles ,"
UFAE and IAE Working Papers
731.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007.
"Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity ,"
Working Papers
1138, Queen's University, Department of Economics.
[Downloadable!]
Timothy Cogley & Thomas J. Sargent, 2003.
"Drifts and volatilities: monetary policies and outcomes in the post WWII U.S ,"
Working Paper
2003-25, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:
Timothy Cogley & Thomas Sargent, .
"Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US ,"
Working Papers
2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
[Downloadable!] Timothy Cogley & Thomas J. Sargent, 2005.
"Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 262-302, April.
[Downloadable!] (restricted) Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
The School of Economics Discussion Paper Series
0631, Economics, The University of Manchester.
[Downloadable!]
Other versions:
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
[Downloadable!] Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
[Downloadable!] Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(4), pages 667-699, 06.
[Downloadable!] (restricted) George Hondroyiannis & Sophia Lazaretou, 2004.
"Inflation persistence during periods of structural change - an assessment using Greek data ,"
Working Paper Series
370, European Central Bank.
[Downloadable!]
Other versions: Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective? ,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Boivin, Jean & Giannoni, Marc, 2006.
"Has Monetary Policy Become More Effective? ,"
CEPR Discussion Papers
5463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jean Boivin & Marc P Giannoni, 2006.
"Has Monetary Policy Become More Effective? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 88(3), pages 445-462, October.
[Downloadable!] (restricted) Timothy Cogley, 2005.
"Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April.
[Downloadable!] (restricted)
John C. Williams, 2004.
"Robust estimation and monetary policy with unobserved structural change ,"
Working Papers in Applied Economic Theory
2004-11, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Timothy Cogley & Thomas J. Sargent, 2005.
"The conquest of US inflation: Learning and robustness to model uncertainty ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April.
[Downloadable!] (restricted)
Other versions: Athanasios Orphanides & John C. Williams, 2007.
"Robust monetary policy with imperfect knowledge ,"
Working Paper Series
2007-08, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:
John C Williams & Athanasios Orphanides, 2005.
"Robust Monetary Policy with Imperfect Knowledge ,"
Computing in Economics and Finance 2005
400, Society for Computational Economics.
Athanasios Orphanides & John C. Williams, 2007.
"Robust monetary policy with imperfect knowledge ,"
Finance and Economics Discussion Series
2007-33, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Athanasios Orphanides & John C. Williams, 2007.
"Robust monetary policy with imperfect knowledge ,"
Working Paper Series
764, European Central Bank.
[Downloadable!] Orphanides, Athanasios & Williams, John C., 2007.
"Robust monetary policy with imperfect knowledge ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(5), pages 1406-1435, July.
[Downloadable!] (restricted) Guerrieri, Luca, 2002.
"Persistent Issues in Inflation Persistence ,"
Review on Economic Cycles ,
International Association of Economic Cycles, vol. 5(1), December.
[Downloadable!]
Kim, Don H. & Orphanides, Athanasios, 2005.
"Term Structure Estimation with Survey Data on Interest Rate Forecasts ,"
CEPR Discussion Papers
5341, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Harashima, Taiji, 2007.
"Hyperinflation, disinflation, deflation, etc.: A unified and micro-founded explanation for inflation ,"
MPRA Paper
3836, University Library of Munich, Germany.
[Downloadable!]
Boivin, Jean & Giannoni, Marc & Mihov, Ilian, 2007.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data ,"
CEPR Discussion Papers
6101, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Jean Boivin & Marc Giannoni & Ilian Mihov, 2007.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data ,"
NBER Working Papers
12824, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2009.
"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data ,"
American Economic Review ,
American Economic Association, vol. 99(1), pages 350-84, March.
[Downloadable!] Maarten Dossche & Gerdie Everaert, 2005.
"Measuring inflation persistence - a structural time series approach ,"
Working Paper Series
495, European Central Bank.
[Downloadable!]
Other versions:
Maarten Dossche & Gerdie Everaert, 2005.
"Measuring Inflation Persistence: A Structural Time Series Approach ,"
Computing in Economics and Finance 2005
459, Society for Computational Economics.
[Downloadable!] Maarten Dossche & Gerdie Everaert, 2005.
"Measuring inflation persistence: A structural time series approach ,"
Money Macro and Finance (MMF) Research Group Conference 2005
85, Money Macro and Finance Research Group.
[Downloadable!] Maarten Dossche & Gerdie Everaert, 2005.
"Measuring inflation persistence: a structural time series approach ,"
Research series
200506-1, National Bank of Belgium.
[Downloadable!] M. Dossche & G. Everaert, 2005.
"Measuring inflation persistence: a structural time series approach ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
05/340, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!] Patrick J. Coe & James M. Nason, 2004.
"Long-run monetary neutrality and long-horizon regressions ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 19(3), pages 355-373.
[Downloadable!]
Peter Tinsley & Sharon Kozicki, 2003.
"Alternative Sources of the Lag Dynamics of Inflation ,"
Computing in Economics and Finance 2003
92, Society for Computational Economics.
[Downloadable!]
Other versions: Jean Boivin & Marc Giannoni, 2002.
"Has monetary policy become less powerful? ,"
Staff Reports
144, Federal Reserve Bank of New York.
[Downloadable!]
Timothy Cogley & Sergei Morozov & Thomas J. Sargent, 2003.
"Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System ,"
CFS Working Paper Series
2003/44, Center for Financial Studies.
[Downloadable!]
Other versions: Felipe Morandé & Mauricio Tejada, 2008.
"Sources of Uncertainty for Conducting Monetary Policy in Chile ,"
Working Papers Central Bank of Chile
492, Central Bank of Chile.
[Downloadable!]
Other versions: Marco Del Negro & Christopher Otrok, 2008.
"Dynamic factor models with time-varying parameters: measuring changes in international business cycles ,"
Staff Reports
326, Federal Reserve Bank of New York.
[Downloadable!]
Massimiliano De Santis, 2005.
"Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR ,"
Money Macro and Finance (MMF) Research Group Conference 2005
62, Money Macro and Finance Research Group.
[Downloadable!]
Richard A. Ashley. & Randall J. Verbrugge., 2006.
"Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve ,"
Working Papers
e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Andrew T. Levin & Fabio M. Natalucci & Jeremy M. Piger, 2004.
"Explicit inflation objectives and macroeconomic outcomes ,"
Working Paper Series
383, European Central Bank.
[Downloadable!]
Paolo Surico, 2005.
"Monetary Policy Shifts, Indeterminacy and Inflation Dynamics ,"
Computing in Economics and Finance 2005
313, Society for Computational Economics.
[Downloadable!]
Other versions: Willi Semmler & Wenlang Zhang, 2004.
"Monetary and Fiscal Policy Interactions in the Euro Area ,"
Empirica ,
Springer, vol. 31(2), pages 205-227, June.
[Downloadable!] (restricted)
Other versions: Taiji Harashima, 2005.
"The Cause of the Great Inflation: Interactions between the Government and the Monetary Policymakers ,"
Macroeconomics
0510026, EconWPA, revised 31 Oct 2005.
[Downloadable!]
Laura Mayoral, 2005.
"Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks ,"
Economics Working Papers
956, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Nicoletta Batini & Edward Nelson, 2001.
"The Lag from Monetary Policy Actions to Inflation: Friedman Revisited ,"
Discussion Papers
06, Monetary Policy Committee Unit, Bank of England.
[Downloadable!]
Other versions: Todd E. Clark & Michael W. McCracken, 2006.
"Averaging forecasts from VARs with uncertain instabilities ,"
Research Working Paper
RWP 06-12, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: Oleg Korenok & Stanislav Radchenko, 2006.
"The role of permanent and transitory components in business cycle volatility moderation ,"
Empirical Economics ,
Springer, vol. 31(1), pages 217-241, March.
[Downloadable!] (restricted)
Other versions: Kevin J. Lansing, 2006.
"Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve ,"
Computing in Economics and Finance 2006
488, Society for Computational Economics.
[Downloadable!]
Other versions:
Kevin J. Lansing, 2006.
"Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve ,"
2006 Meeting Papers
758, Society for Economic Dynamics.
[Downloadable!] Kevin J. Lansing, 2006.
"Time-varying U.S. inflation dynamics and the New-Keynesian Phillips Curve ,"
Working Paper Series
2006-15, Federal Reserve Bank of San Francisco.
[Downloadable!] Kevin Lansing, 2009.
"Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April.
[Downloadable!] (restricted) Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008.
"On the Evolution of Monetary Policy ,"
Working Paper Series
24-08, Rimini Centre for Economic Analysis, revised Jan 2008.
[Downloadable!]
Sbordone, Argia M, 2006.
"U.S. Wage and Price Dynamics: A Limited-Information Approach ,"
MPRA Paper
811, University Library of Munich, Germany.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2002.
"Has the Business Cycle Changed and Why? ,"
NBER Working Papers
9127, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Andreas Beyer & Roger E.A. Farmer, 2003.
"Identifying the monetary transmission mechanism using structural breaks ,"
Working Paper Series
275, European Central Bank.
[Downloadable!]
Other versions: Todd E. Clark & Michael W. McCracken, 2006.
"Forecasting of small macroeconomic VARs in the presence of instabilities ,"
Research Working Paper
RWP 06-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
John M Maheu & Stephen Gordon, 2007.
"Learning, Forecasting and Structural Breaks ,"
Working Papers
tecipa-284, University of Toronto, Department of Economics.
[Downloadable!]
Other versions:
John M. Maheu & Stephen Gordon, 2004.
"Learning, Forecasting and Structural Breaks ,"
Cahiers de recherche
0422, CIRPEE.
[Downloadable!] John M. Maheu & Stephen Gordon, 2008.
"Learning, forecasting and structural breaks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
[Downloadable!] Andrew Ang & Geert Bekaert, 2004.
"The term structure of real rates and expected inflation ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:
Ang, Andrew & Bekaert, Geert, 2004.
"The Term Structure of Real Rates and Expected Inflation ,"
CEPR Discussion Papers
4518, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Andrew Ang & Geert Bekaert & Min Wei, 2007.
"The Term Structure of Real Rates and Expected Inflation ,"
NBER Working Papers
12930, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andrew Ang & Geert Bekaert & Min Wei, 2008.
"The Term Structure of Real Rates and Expected Inflation ,"
Journal of Finance ,
American Finance Association, vol. 63(2), pages 797-849, 04.
[Downloadable!] (restricted) Sandrine Corvoisier & Benoît Mojon, 2005.
"Breaks in the mean of inflation - how they happen and what to do with them ,"
Working Paper Series
451, European Central Bank.
[Downloadable!]
Nelson, Edward, 2001.
"What Does the UK's Monetary Policy and Inflation Experience Tell Us About the Transmission Mechanism? ,"
CEPR Discussion Papers
3047, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Rafal Raciborski, 2008.
"Searching for additional sources of inflation persistence : the micro-price panel data approach ,"
Research series
200804-04, National Bank of Belgium.
[Downloadable!]
Tamim Bayoumi & Silvia Sgherri, 2007.
"On the Impact of Income and Policy Shocks on Consumption ,"
DNB Working Papers
152, Netherlands Central Bank, Research Department.
[Downloadable!]
Douglas Staiger & James H. Stock & Mark W. Watson, 2001.
"Prices, Wages and the U.S. NAIRU in the 1990s ,"
NBER Working Papers
8320, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marco Del Negro & Christopher Otrok, 2005.
"Monetary policy and the house price boom across U.S. states ,"
Working Paper
2005-24, Federal Reserve Bank of Atlanta.
[Downloadable!]
James H. Stock & Mark W. Watson, 2003.
"Has the business cycle changed? ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 9-56.
[Downloadable!]
Slacalek, Jirka & Fritsche, Ulrich & Dovern, Jonas & Döpke, Jörg, 2005.
"European inflation expectations dynamics ,"
Discussion Paper Series 1: Economic Studies
2005,37, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Michael Bordo & Joseph Haubrich, 2004.
"The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 ,"
Econometric Society 2004 North American Summer Meetings
165, Econometric Society.
[Downloadable!]
Other versions:
Michael D. Bordo & Joseph G Haubrich, 2004.
"The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 ,"
NBER Working Papers
10431, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Michael D. Bordo & Joseph G. Haubrich, 2004.
"The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 ,"
Working Paper
0402, Federal Reserve Bank of Cleveland.
[Downloadable!] Robert Tetlow & Peter von zur Muehlen, 2004.
"Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October.
[Downloadable!] (restricted)
Other versions: Julia Lendvai, 2006.
"Inflation dynamics and regime shifts ,"
Working Paper Series
684, European Central Bank.
[Downloadable!]
Paolo Surico, .
"Monetary policy shifts and inflation dynamics ,"
Bank of England working papers
338, Bank of England.
[Downloadable!]
Michael S. Hanson, 2006.
"Varying Monetary Policy Regimes: A Vector Autoregressive Investigation ,"
Wesleyan Economics Working Papers
2006-003, Wesleyan University, Department of Economics.
[Downloadable!]
Other versions: Carlo Favero & Tommaso Monacelli, 2005.
"Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S ,"
Working Papers
282, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Jeremy Rudd & Karl Whelan, 2005.
"Modelling inflation dynamics: a critical review of recent research ,"
Finance and Economics Discussion Series
2005-66, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Rudd, Jeremy & Whelan, Karl, 2005.
"Modelling Inflation Dynamics: A Critical Review of Recent Research ,"
Research Technical Papers
7/RT/05, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!] Jeremy Rudd & Karl Whelan, 2007.
"Modeling Inflation Dynamics: A Critical Review of Recent Research ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(s1), pages 155-170, 02.
[Downloadable!] (restricted) Sujit Kapadia, 2005.
"Optimal Monetary Policy under Hysteresis ,"
Economics Series Working Papers
250, University of Oxford, Department of Economics.
[Downloadable!]
Favero, Carlo A & Monacelli, Tommaso, 2003.
"Monetary-Fiscal Mix and Inflation Performance: Evidence from the US ,"
CEPR Discussion Papers
3887, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Gregory Gadzinski & Fabrice Orlandi, 2004.
"Inflation persistence in the European Union, the euro area, and the United States ,"
Working Paper Series
414, European Central Bank.
[Downloadable!]
Taboga, Marco, 2007.
"Structural change and the bond yield conundrum ,"
MPRA Paper
4965, University Library of Munich, Germany.
[Downloadable!]
Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005.
"(Un)Predictability and Macroeconomic Stability ,"
Macroeconomics
0510024, EconWPA.
[Downloadable!]
Other versions:
Antonello D’Agostino & Domenico Giannone & Paolo Surico, 2006.
"(Un)Predictability and macroeconomic stability ,"
Working Paper Series
605, European Central Bank.
[Downloadable!] D''Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2007.
"(Un)Predictability and Macroeconomic Stability ,"
CEPR Discussion Papers
6594, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006.
"(Un)Predictability and Macroeconomic Stability ,"
Research Technical Papers
5/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!] Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008.
"Dynamic probabilities of restrictions in state space models: An application to the Phillips curve ,"
Working Paper Series
26-08, Rimini Centre for Economic Analysis, revised Jan 2008.
[Downloadable!]
Nicholas Apergis & Stephen M. Miller & Alexandros Panethimitakis & Athanassios Vamvakidis, 2005.
"Inflation Targeting and Output Growth: Evidence from Aggregate European Data ,"
Working papers
2005-06, University of Connecticut, Department of Economics.
[Downloadable!]
Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007.
"Change in persistence tests for panels ,"
Economics & Statistics Discussion Papers
esdp07040, University of Molise, Dept. SEGeS.
[Downloadable!]
Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2006.
"UK Inflation Persistence: Policy or Nature? ,"
CEPR Discussion Papers
5608, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Fabio Canova & Luca Gambetti, 2004.
"On the Time Variations of US Monetary Policy: Who is right? ,"
Money Macro and Finance (MMF) Research Group Conference 2004
96, Money Macro and Finance Research Group.
[Downloadable!]
Timothy Cogley & Argia M. Sbordone, 2005.
"A search for a structural Phillips curve ,"
Staff Reports
203, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Haroon Mumtaz & Paolo Surico, .
"Evolving international inflation dynamics: evidence from a time-varying dynamic factor model ,"
Bank of England working papers
341, Bank of England.
[Downloadable!]
Other versions: Richard Harrison & Haroon Mumtaz & Tony Yates, 2008.
" Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis ,"
CDMA Conference Paper Series
0814, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Elcyon Caiado Rocha Lima, 2003.
"The NAIRU, Unemployment and the Rate of Inflation in Brazil ,"
Revista Brasileira de Economia ,
Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 57(4), April.
[Downloadable!]
Monika Piazzesi & Martin Schneider, 2006.
"Equilibrium Yield Curves ,"
NBER Working Papers
12609, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
George Monokroussos, 2005.
"Dynamic Limited Dependent Variable Modeling and US Monetary Policy ,"
Computing in Economics and Finance 2005
460, Society for Computational Economics.
[Downloadable!]
Nicholas Apergis & Stephen M. Miller & Alexandros Panethimitakis & Athanasios Vamvakidis, 2005.
"Inflation Targeting and Output Growth: Empirical Evidence for the European Union ,"
IMF Working Papers
05/89, International Monetary Fund.
[Downloadable!]
Andreas Hornstein, 2007.
"Evolving inflation dynamics and the New Keynesian Phillips Curve ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 317-339.
[Downloadable!]
Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007.
"Long memory modelling of inflation with stochastic variance and structural breaks ,"
CREATES Research Papers
2007-44, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Christopher Sims & Tao Zha, 2002.
"Macroeconomic switching ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Günter Coenen, 2003.
"Inflation persistence and robust monetary policy design ,"
Working Paper Series
290, European Central Bank.
[Downloadable!]
Other versions: Giordani, Paolo & Kohn, Robert, 2006.
"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models ,"
Working Paper Series
196, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Other versions: Luca Guerrieri, 2002.
"The inflation persistence of staggered contracts ,"
International Finance Discussion Papers
734, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Inoue, Atsushi & Rossi, Barbara, 2008.
"Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models ,"
Working Papers
08-02, Duke University, Department of Economics.
[Downloadable!]
Huw Dixon & Engin Kara, 2006.
"Understanding inflation persistence - a comparison of different models ,"
Working Paper Series
672, European Central Bank.
[Downloadable!]
Todd E. Clark, 2003.
"Disaggregate evidence on the persistence of consumer price inflation ,"
Research Working Paper
RWP 03-11, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: Jean Boivin, 2005.
"Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data ,"
NBER Working Papers
11314, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008.
"Inflation-Gap Persistence in the U.S ,"
NBER Working Papers
13749, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
David Meenagh & Patrick Minford & Eric Nowell & Prakriti Sofat & Naveen Srinivasan, 2007.
"Are the facts of UK inflation persistence to be explained by nominal rigidity or changes in monetary regime? ,"
WEF Working Papers
0028, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
[Downloadable!]
Marcellino, Massimiliano, 2006.
"A Simple Benchmark for Forecasts of Growth and Inflation ,"
CEPR Discussion Papers
6012, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Dixon, Huw & Kara, Engin, 2008.
"Can we explain inflation persistence in a way that is consistent with the micro-evidence on nominal rigidity? ,"
Cardiff Economics Working Papers
E2008/22, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
Gadea, Maria & Mayoral, Laura, 2005.
"The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach ,"
MPRA Paper
815, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Laura Mayoral, 2005.
"The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach ,"
Economics Working Papers
958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005.
[Downloadable!] María Dolores Gadea & Laura Mayoral, 2006.
"The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(1), March.
[Downloadable!] Sophocles N. Brissimis & Nicholas S. Magginas, 2006.
"Monetary Policy Rules under Heterogeneous Inflation Expectations ,"
Working Papers
35, Bank of Greece.
[Downloadable!]
Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008.
"Change in persistence tests for panels: An update and some new results ,"
Economics & Statistics Discussion Papers
esdp08043, University of Molise, Dept. SEGeS.
[Downloadable!]
Gary M. Koop & Simon M. Potter, 2004.
"Forecasting and estimating multiple change-point models with an unknown number of change points ,"
Staff Reports
196, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Fabio Canova & Luca Gambetti, 2007.
"Do expectations matter? The Great Moderation revisited ,"
Economics Working Papers
1084, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2009.
[Downloadable!]
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This page was last updated on 2009-12-15.
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