On the importance of sectoral and regional shocks for price setting
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- Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2016. "On the Importance of Sectoral and Regional Shocks for Price‐Setting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1234-1253, November.
- Beck, Günter & Hubrich, Kirstin & Marcellino, Massimiliano, 2011. "On the importance of sectoral and regional shocks for price-setting," CEPR Discussion Papers 8357, C.E.P.R. Discussion Papers.
- Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter W., 2011. "On the importance of sectoral and regional shocks for price-setting," Working Paper Series 1334, European Central Bank.
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More about this item
Keywords
Disaggregated prices; euro area regional and sectoral inflation; common factor models;JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
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