The Inflation Persistence of Staggered Contracts
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DOI: 10.1353/mcb.2006.0033
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- Luca Guerrieri, 2002. "The inflation persistence of staggered contracts," International Finance Discussion Papers 734, Board of Governors of the Federal Reserve System (U.S.).
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Citations
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- Jeremy Rudd & Karl Whelan, 2006.
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- Karl Whelan & Jeremy Rudd, 2003. "Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?," Computing in Economics and Finance 2003 181, Society for Computational Economics.
- Jeremy Rudd & Karl Whelan, 2003. "Can rational expectations sticky-price models explain inflation dynamics," Open Access publications 10197/239, School of Economics, University College Dublin.
- Karl Whelan & Jeremy Rudd, 2006. "Can rational expectations sticky-price models explain inflation dynamics?," Open Access publications 10197/199, School of Economics, University College Dublin.
- Jeremy B. Rudd & Karl Whelan, 2003. "Can rational expectations sticky-price models explain inflation dynamics?," Finance and Economics Discussion Series 2003-46, Board of Governors of the Federal Reserve System (U.S.).
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"Staggered Price Contracts And Inflation Persistence: Some General Results,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 111-145, February.
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- Karl Whelan, 2004. "Staggered price contracts and inflation persistence : some general results," Open Access publications 10197/236, School of Economics, University College Dublin.
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"Intrinsic inflation persistence,"
Journal of Monetary Economics, Elsevier, vol. 57(8), pages 1049-1061, November.
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