Nothing Special   »   [go: up one dir, main page]
create a website
Inflation and price setting in a natural experiment. (2005). Skrzypacz, Andrzej ; Konieczny, Jerzy.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:52:y:2005:i:3:p:621-632.

Full description at Econpapers || Download paper

Cited: 51

Citations received by this document

Cites: 19

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2023/22.

    Full description at Econpapers || Download paper

  2. Retail pricing format and rigidity of regular prices. (2023). Levy, Daniel ; Snir, Avichai ; Ray, Sourav.
    In: Economica.
    RePEc:bla:econom:v:90:y:2023:i:360:p:1173-1203.

    Full description at Econpapers || Download paper

  3. Macroeconomic Implications of Uniform Pricing. (2023). Kozlowski, Julian ; Daruich, Diego.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:15:y:2023:i:3:p:64-108.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Price controls, hyperinflation, and the inflation–relative price variability relationship. (2021). Silva, Álvaro ; Luders, Rolf ; Cerda, Rodrigo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01953-w.

    Full description at Econpapers || Download paper

  6. State-dependent pricing turns money into a two-edged sword: A new role for monetary policy. (2021). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001479.

    Full description at Econpapers || Download paper

  7. Price dispersion and inflation: New facts and theoretical implications. (2020). Sheremirov, Viacheslav.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:114:y:2020:i:c:p:59-70.

    Full description at Econpapers || Download paper

  8. Uniform Pricing Within and Across Regions: New Evidence from Argentina. (2019). Kozlowski, Julian ; Daruich, Diego.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:669.

    Full description at Econpapers || Download paper

  9. Uniform Pricing Within and Across Regions: New Evidence from Argentina. (2019). Kozlowski, Julian ; Daruich, Diego.
    In: Working Papers.
    RePEc:fip:fedlwp:2018-010.

    Full description at Econpapers || Download paper

  10. Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets. (2018). Levy, Daniel ; Snir, Avichai.
    In: EconStor Preprints.
    RePEc:zbw:esprep:175843.

    Full description at Econpapers || Download paper

  11. Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets. (2018). Levy, Daniel ; Snir, Avichai.
    In: Working Paper series.
    RePEc:rim:rimwps:18-16.

    Full description at Econpapers || Download paper

  12. Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets. (2018). Levy, Daniel ; Snir, Avichai.
    In: MPRA Paper.
    RePEc:pra:mprapa:85264.

    Full description at Econpapers || Download paper

  13. Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets.. (2018). Levy, Daniel ; Snir, Avichai.
    In: Working Papers.
    RePEc:biu:wpaper:2018-01.

    Full description at Econpapers || Download paper

  14. Price-Level Dispersion versus Inflation-Rate Dispersion: Evidence from Three Countries. (2017). MacGee, James (Jim) ; Hajzler, Christopher ; Fielding, David.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-3.

    Full description at Econpapers || Download paper

  15. Relative Price Dispersion and In flation: Evidence for the UK and the US. (2016). Fountas, Stilianos ; Bredin, Don ; Corcoran, Deirdre ; Aksoy, Gulnihal .
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2016_05.

    Full description at Econpapers || Download paper

  16. Dispersion of Inflation Expectations: Stylized Facts, Puzzles, and Macroeconomic Implications. (2015). Kim, Youngse ; Jang, Byeongdeuk .
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20150630-31-1-04.

    Full description at Econpapers || Download paper

  17. Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity. (2014). Levy, Daniel ; Gotler, Alex ; Chen, Haipeng ; Snir, Avichai.
    In: EconStor Preprints.
    RePEc:zbw:esprep:104540.

    Full description at Econpapers || Download paper

  18. Price Rigidity: Microeconomic Evidence and Macroeconomic Implications. (2013). Steinsson, Jon ; Nakamura, Emi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18705.

    Full description at Econpapers || Download paper

  19. Structural breaks and relative price convergence among US cities. (2013). Nath, Hiranya ; Hegwood, Natalie D..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:36:y:2013:i:c:p:150-160.

    Full description at Econpapers || Download paper

  20. Inflation Persistence in Central and Southeastern Europe: Evidence from Univariate and Structural Time Series Approaches. (2012). Nojkovi, Aleksandra ; Mladenovi, Zorica.
    In: Panoeconomicus.
    RePEc:voj:journl:v:59:y:2012:i:2:p:235-266.

    Full description at Econpapers || Download paper

  21. Inflation and relative price variability in the euro area: evidence from a panel threshold model. (2012). Nautz, Dieter ; Scharff, Juliane .
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:4:p:449-460.

    Full description at Econpapers || Download paper

  22. Nominal rigidities and retail price dispersion in Canada over the twentieth century. (2011). Jacks, David ; Hickey, Ross D.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:44:y:2011:i:3:p:749-780.

    Full description at Econpapers || Download paper

  23. The NIRCU and the Phillips curve: an approach based on micro data. (2011). Lein, Sarah ; Koberl, Eva M.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:44:y:2011:i:2:p:673-694.

    Full description at Econpapers || Download paper

  24. ELUSIVE PERSISTENCE: WAGE AND PRICE RIGIDITIES, THE NEW KEYNESIAN PHILLIPS CURVE AND INFLATION DYNAMICS. (2011). Tsoukis, Christopher ; Pearlman, Joseph ; Kapetanios, George.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:25:y:2011:i:4:p:737-768.

    Full description at Econpapers || Download paper

  25. Price adjustment in Italy: evidence from micro producer and consumer prices. (2010). veronese, giovanni ; Sabbatini, Roberto ; Fabiani, Silvia ; Gattulli, Angela .
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:31:y:2010:i:2-3:p:93-104.

    Full description at Econpapers || Download paper

  26. Reconsidering the Relationship between Inflation and Relative Price Variability. (2010). Choi, Chiyoung.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:5:p:769-798.

    Full description at Econpapers || Download paper

  27. Microeconomic Evidence on Price-Setting. (2010). Malin, Benjamin ; Klenow, Pete ; Benjamin, Angelababy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15826.

    Full description at Econpapers || Download paper

  28. Sonderangebote und Preissynchronisation im deutschen Lebensmitteleinzelhandel. (2010). Hoffmann, A ; Loy, J.-P., .
    In: Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”.
    RePEc:ags:gewipr:260132.

    Full description at Econpapers || Download paper

  29. Inflation dynamics and the New Keynesian Phillips curve in EU-4. (2009). .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2009-971.

    Full description at Econpapers || Download paper

  30. Price rigidity in the euro area - An assessment. (2009). SEVESTRE, Patrick ; Rumler, Fabio ; Konieczny, Jerzy ; Dhyne, Emmanuel.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0380.

    Full description at Econpapers || Download paper

  31. Five Facts about Prices: A Reevaluation of Menu Cost Models. (2008). Steinsson, Jon ; Nakamura, Emi.
    In: The Quarterly Journal of Economics.
    RePEc:oup:qjecon:v:123:y:2008:i:4:p:1415-1464..

    Full description at Econpapers || Download paper

  32. Inflation Thresholds and Relative Price Variability: Evidence from U.S. Cities. (2008). Nautz, Dieter ; Bick, Alexander.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2008:q:3:a:3.

    Full description at Econpapers || Download paper

  33. Asymmetric price adjustment in the small. (2008). Levy, Daniel ; Chen, Haipeng ; Ray, Sourav ; Bergen, Mark .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:4:p:728-737.

    Full description at Econpapers || Download paper

  34. On Implications of Micro Price Data for Macro Models. (2008). Smets, Frank ; Maćkowiak, Bartosz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6961.

    Full description at Econpapers || Download paper

  35. Les ajustements microéconomiques des prix : une synthèse des modèles théoriques et résultats empiriques.. (2008). Gautier, Erwan.
    In: Working papers.
    RePEc:bfr:banfra:211.

    Full description at Econpapers || Download paper

  36. Non-price rigidity and cost of adjustment. (2007). Levy, Daniel ; Muller, Georg ; Dutta, Shantanu ; Bergen, Mark .
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:28:y:2007:i:7:p:817-832.

    Full description at Econpapers || Download paper

  37. Inflation and the Divergence of Relative Prices: Evidence from a Cointegration Analysis. (2007). Scharff, Juliane .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:91:y:2007:i:2:p:141-158.

    Full description at Econpapers || Download paper

  38. Price Points and Price Rigidity. (2007). Levy, Daniel ; Bergen, Mark ; Kauffman, Robert J ; Chen, Haipeng Allan ; Lee, Dongwon.
    In: Working Paper series.
    RePEc:rim:rimwps:04_07.

    Full description at Econpapers || Download paper

  39. Price Points and Price Rigidity. (2007). Dongwon Lee Author-Workplace-Name: Korea Universi, ; University of Minnesota, USA, ; Robert J. Kauffman Author-Workplace-Name: Arizona, ; Bergen, Mark ; Haipeng Allan Chen Author-Workplace-Name: Univers, .
    In: Working Paper series.
    RePEc:rim:rimwps:04-07.

    Full description at Econpapers || Download paper

  40. The Elusive Persistence: Wage and Price Rigidities, the Phillips Curve, and Inflation Dynamics. (2007). Pearlman, Joseph ; Kapetanios, George ; Tsoukis, Chris.
    In: Working Papers.
    RePEc:qmw:qmwecw:619.

    Full description at Econpapers || Download paper

  41. Price Points and Price Rigidity. (2007). Levy, Daniel ; Chen, Allan ; Kauffman, Robert ; Bergen, Mark ; Lee, Dongwon.
    In: MPRA Paper.
    RePEc:pra:mprapa:1472.

    Full description at Econpapers || Download paper

  42. Price setting during low and high inflation: evidence from Mexico. (2007). Gagnon, Etienne.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:896.

    Full description at Econpapers || Download paper

  43. Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?. (2007). Smidkova, Katerina ; Saxa, Branislav ; Franta, Michal.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/10.

    Full description at Econpapers || Download paper

  44. Inflation and relative price variability in the euro area: evidence from a panel threshold model. (2006). Nautz, Dieter ; Scharff, Juliane .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4250.

    Full description at Econpapers || Download paper

  45. Search, Costly Price Adjustment and the Frequency of Price Changes - Theory and Evidence. (2006). Skrzypacz, Andrzej ; Konieczny, Jerzy ; J. Konieczny, A. Skrzpacz, .
    In: Working Papers.
    RePEc:wlu:wpaper:eg0054.

    Full description at Econpapers || Download paper

  46. Consumer Price Setting in Italy. (2006). veronese, giovanni ; Sabbatini, Roberto ; Fabiani, Silvia ; Gattulli, Angela .
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v65_n1_p31-74.

    Full description at Econpapers || Download paper

  47. Price Setting in a Forward-Looking Customer Market. (2005). Steinsson, Jon ; Nakamura, Emi.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0509010.

    Full description at Econpapers || Download paper

  48. Rigid prices: evidence from U.S. scanner data. (2005). Eden, Benjamin ; Campbell, Jeffrey.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-05-08.

    Full description at Econpapers || Download paper

  49. CONSUMER PRICE SETTING IN ITALY. (2005). veronese, giovanni ; Sabbatini, Roberto ; Fabiani, Silvia ; Gattulli, Angela .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_556_05.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andrews, D.W.K. Improved heteroscedasticity and autocorrelation consistent covariance matrix estimation. 1991 Econometrica. 61 817-858
    Paper not yet in RePEc: Add citation now

  2. Andrews, D.W.K. ; Monahan, J.C. An improved heteroscedasticity and autocorrelation consistent covariance matrix estimator. 1992 Econometrica. 62 953-966

  3. Bauc, J. ; Belka, M. ; Czyżewski, A. ; Wojtyna, A. Inflacja w Polsce 1990–95 (Inflation in Poland 1990–95). 1996 Wydawnictwo PWSBiA: Warsaw
    Paper not yet in RePEc: Add citation now

  4. Caplin, A.S. ; Spulber, D.F. Menu costs and the neutrality of money. 1987 Quarterly Journal of Economics. 102 703-726

  5. Cecchetti, S.G. The frequency of price adjustment: a study of the newsstand prices of magazines. 1986 Journal of Econometrics. 31 255-274

  6. Debelle, G. ; Lamont, O. Relative price variability and inflation: evidence from U.S. cities. 1997 Journal of Political Economy. 105 132-152

  7. Domberger, S. Relative price variability and inflation: a disaggregated analysis. 1987 Journal of Political Economy. 95 547-566

  8. Hercowitz, Z. Money and the dispersion of relative prices. 1981 Journal of Political Economy. 89 328-356

  9. Konieczny, J.D., Skrzypacz, A., 2000. The behavior of price dispersion in a natural experiment. Research Paper No. 1641, Graduate School of Business, Stanford University.
    Paper not yet in RePEc: Add citation now

  10. Konieczny, J.D., Skrzypacz, A., 2001. Inflation and price setting in a natural experiment. Stanford Research Paper No. 1695, Graduate School of Business, Stanford University.

  11. Lach, S. ; Tsiddon, D. The behavior of prices and inflation: an empirical analysis of disaggregated price data. 1992 Journal of Political Economy. 100 349-389

  12. Lucas, R.E. Some international evidence on output-unemployment tradeoff. 1973 American Economic Review. 63 326-334

  13. Mills, F. The Behavior of Prices. 1927 NBER: New York

  14. Newey, W.K. ; West, K.D. Automatic lag selection in covariance matrix estimation. 1994 Review of Economic Studies. 61 631-653

  15. Parks, R.W. Inflation and relative price variability. 1978 Journal of Political Economy. 86 79-95

  16. Sachs, J.D. Poland's Jump to the Market Economy. 1993 MIT Press: Cambridge
    Paper not yet in RePEc: Add citation now

  17. Sheshinski, E. ; Weiss, Y. Inflation and costs of price adjustment. 1977 Review of Economic Studies. 44 287-303

  18. Van Hoomissen, T. Price dispersion and inflation: evidence from Israel. 1988 Journal of Political Economy. 96 1303-1314

  19. Vining, D.R. ; Elwertowski, T.C. The relationship between relative prices and the general price level. 1976 American Economic Review. 66 699-708

Cocites

Documents in RePEc which have cited the same bibliography

  1. Empirical Likelihood Block Bootstrapping. (2008). Shimotsu, Katsumi ; Gregory, Allan ; Allen, Jason.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-18.

    Full description at Econpapers || Download paper

  2. Contemporaneous threshold autoregressive models: estimation, testing and forecasting. (2006). Spagnolo, Fabio ; Sola, Martin ; Dueker, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-024.

    Full description at Econpapers || Download paper

  3. Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-035.

    Full description at Econpapers || Download paper

  4. Structural Spurious Regressions and A Hausman-type Cointegration Test. (2005). Ogaki, Masao ; Choi, Chi-Young ; Hu, Ling.
    In: RCER Working Papers.
    RePEc:roc:rocher:517.

    Full description at Econpapers || Download paper

  5. Improved HAR Inference. (2005). Sun, Yixiao ; Phillips, Peter ; Jin, Sainan.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1513.

    Full description at Econpapers || Download paper

  6. Chi-square Tests for Parameter Stability. (2004). Carrasco, Marine.
    In: RCER Working Papers.
    RePEc:roc:rocher:508.

    Full description at Econpapers || Download paper

  7. Inattentive Consumers. (2004). Reis, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10883.

    Full description at Econpapers || Download paper

  8. Optimal Invariant Similar Tests for Instrumental Variables Regression. (2004). Stock, James ; Moreira, Marcelo ; Andrews, Donald.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0299.

    Full description at Econpapers || Download paper

  9. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88.

    Full description at Econpapers || Download paper

  10. Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales. (2004). Esteve, Vicente.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:19:y:2004:i:1:p:3-29.

    Full description at Econpapers || Download paper

  11. Automatic positive semi-definite HAC covariance matrix and GMM estimation. (2004). Smith, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/04.

    Full description at Econpapers || Download paper

  12. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:90.

    Full description at Econpapers || Download paper

  13. Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand. (2004). Bunzel, Helle.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:219.

    Full description at Econpapers || Download paper

  14. Optimal Invariant Similar Tests for Instrumental Variables Regression. (2004). Stock, James ; Moreira, Marcelo ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1476.

    Full description at Econpapers || Download paper

  15. HAC Estimation by Automated Regression. (2004). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1470.

    Full description at Econpapers || Download paper

  16. Dynamic Seemingly Unrelated Cointegrating Regression. (2003). Sul, Donggyu ; Ogaki, Masao ; Mark, Nelson.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0292.

    Full description at Econpapers || Download paper

  17. Short Run and Long Run Causality in Time Series : Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montec:14-2003.

    Full description at Econpapers || Download paper

  18. Short run and long run causality in time series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-16.

    Full description at Econpapers || Download paper

  19. On detrending and cyclical asymmetry. (2003). Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:3:p:271-289.

    Full description at Econpapers || Download paper

  20. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:10685.

    Full description at Econpapers || Download paper

  21. Feasible Estimation in Cointegrated Panels. (2003). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2003_012.

    Full description at Econpapers || Download paper

  22. El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?. (2003). Sosvilla-Rivero, Simon ; Meseguer, Javier Alonso .
    In: Working Papers.
    RePEc:fda:fdaddt:2003-22.

    Full description at Econpapers || Download paper

  23. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-61.

    Full description at Econpapers || Download paper

  24. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
    In: Economics Working Papers.
    RePEc:upf:upfgen:635.

    Full description at Econpapers || Download paper

  25. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1362.

    Full description at Econpapers || Download paper

  26. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws010201.

    Full description at Econpapers || Download paper

  27. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

    Full description at Econpapers || Download paper

  28. Tests for Skewness, Kurtosis, and Normality for Time Series Data. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:501.

    Full description at Econpapers || Download paper

  29. Durability and Asymmetry in UK Consumers Expenditure. (2000). Cook, Steven.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:14:y:2000:i:1:p:113-121.

    Full description at Econpapers || Download paper

  30. Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series. (2000). Levy, Daniel.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:3:y:2000:i:1:p:100-136.

    Full description at Econpapers || Download paper

  31. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1211.

    Full description at Econpapers || Download paper

  32. Testing the Random Walk Hypothesis for Real Exchange Rates.. (1999). Choi, In.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:14:y:1999:i:3:p:293-308.

    Full description at Econpapers || Download paper

  33. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

    Full description at Econpapers || Download paper

  34. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

    Full description at Econpapers || Download paper

  35. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

    Full description at Econpapers || Download paper

  36. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

    Full description at Econpapers || Download paper

  37. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1998). Ng, Serena ; Ghysels, Eric.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:403.

    Full description at Econpapers || Download paper

  38. Evaluating forecasts of correlation using option pricing. (1997). BOYER, BRIAN H. ; Gibson, Michael S..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:600.

    Full description at Econpapers || Download paper

  39. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:97s-33.

    Full description at Econpapers || Download paper

  40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-45.

    Full description at Econpapers || Download paper

  41. A Semi-Parametric Factor Model for Interest Rates. (1996). Ng, Serena ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-18.

    Full description at Econpapers || Download paper

  42. An Econometric Examination of the Trend Unemployment Rate in Canada.. (1996). Hostland, Doug ; Côté, Denise ; Cote, D..
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-7.

    Full description at Econpapers || Download paper

  43. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?. (1996). Vigfusson, Robert ; van Norden, Simon ; Murray, J..
    In: Technical Reports.
    RePEc:bca:bocatr:76.

    Full description at Econpapers || Download paper

  44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9508001.

    Full description at Econpapers || Download paper

  45. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9505001.

    Full description at Econpapers || Download paper

  46. Exchange Rates and Oil Prices. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9509001.

    Full description at Econpapers || Download paper

  47. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

    Full description at Econpapers || Download paper

  48. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
    In: Staff Working Papers.
    RePEc:bca:bocawp:95-5.

    Full description at Econpapers || Download paper

  49. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:95-3.

    Full description at Econpapers || Download paper

  50. Política fiscal y productividad del trabajo en la economía espanola: Un análisis de series temporales. (). Esteve, Vicente.
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:156.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-09 09:27:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.