Nothing Special   »   [go: up one dir, main page]

create a website
The Role of Dispersed Information in Inflation and Inflation Expectations. (). Mao, Ruoyun ; Han, Zhao.
In: Review of Economic Dynamics.
RePEc:red:issued:20-423.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 55

References cited by this document

Cocites: 35

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. EQUIVALENCE RESULTS WITH ENDOGENOUS SIGNAL EXTRACTION. (2023). Walker, Todd ; Rondina, Giacomo.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2023007.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. B. Candia, O. Coibion, Y. Gorodnichenko, The Inflation Expectations of US Firms: Evidence from a new survey, Technical Report, National Bureau of Economic Research (2021)

  2. B. Mackowiak, M. Wiederholt, Optimal sticky prices under rational inattention, The American Economic Review, 99 (2009)

  3. C. Matthes, M.C. Wang, What drives inflation in new Keynesian models?, Economics Letters, 114 (2012), pp. 338-342

  4. C. Nekarda, V. Ramey, The cyclical behavior of the price-cost markup, Journal of Money, Credit, and Banking, 52 (2020), pp. 319-353

  5. C.H. Whiteman, Linear Rational Expectations Models: A User's Guide, U. of Minnesota Press, Minneapolis, MN (1983)
    Paper not yet in RePEc: Add citation now
  6. E. Falck, M. Hoffmann, P. Hürtgen, Disagreement about inflation expectations and monetary policy transmission, Journal of Monetary Economics, 118 (2021), pp. 15-31

  7. E. Nakamura, J. Steinsson, Five facts about prices: a reevaluation of menu cost models, The Quarterly Journal of Economics, 123 (2008), pp. 1415-1464

  8. E. Nakamura, J. Steinsson, High-frequency identification of monetary non-neutrality: the information effect, The Quarterly Journal of Economics, 133 (2018), pp. 1283-1330

  9. F. Allen, S. Morris, H.S. Shin, Beauty contests and iterated expectations in asset markets, The Review of Financial Studies, 19 (2006), pp. 719-752

  10. F. Milani, Sentiment and the US business cycle, Journal of Economic Dynamics and Control, 82 (2017), pp. 289-311

  11. F. Smets, R. Wouters, Shocks and frictions in us business cycles: a bayesian dsge approach, The American Economic Review, 97 (2007), pp. 586-606

  12. G. Rondina, T. Walker, Confounding dynamics, Technical Report. Working Paper (2017)
    Paper not yet in RePEc: Add citation now
  13. G.A. Calvo, Staggered prices in a utility-maximizing framework, Journal of Monetary Economics, 12 (1983), pp. 383-398

  14. G.M. Angeletos, C. Lian, Incomplete information in macroeconomics: accommodating frictions in coordination, Handbook of Macroeconomics, vol. 2, Elsevier (2016), pp. 1065-1240

  15. G.M. Angeletos, J. La'O, Incomplete information, higher-order beliefs and price inertia, Journal of Monetary Economics, 56 (2009), pp. S19-S37

  16. G.M. Angeletos, Z. Huo, K.A. Sastry, Imperfect Macroeconomic Expectations: Evidence and Theory, Working Paper 27308, National Bureau of Economic Research (2020)

  17. G.M. Angeletos, Z. Huo, Myopia and anchoring, The American Economic Review, 111 (2021), pp. 1166-1200

  18. H. Afrouzi, C. Yang, Dynamic rational inattention and the Phillips curve, SSRN working paper (2021)

  19. I. Domowitz, G. Hubbard, B. Petersen, Business cycles and the relationship between concentration and price-cost margins, The Rand Journal of Economics, 17 (1986), pp. 1-17

  20. J. Fuhrer, Expectations as a source of macroeconomic persistence: evidence from survey expectations in a dynamic macro model, Journal of Monetary Economics, 86 (2017), pp. 22-35

  21. J. Galí, M. Gertler, D. López-Salido, Markups, gaps, and the welfare costs of business fluctuations, Review of Economics and Statistics, 89 (2007), pp. 44-59

  22. J. Gali, M. Gertler, Inflation dynamics: a structural econometric analysis, Journal of Monetary Economics, 44 (1999), pp. 195-222

  23. J. Rotemberg, M. Woodford, The cyclical behavior of prices and costs, In: John B. Taylor, Michael Woodford (Eds.), Handbook of Macroeconomics (1999), pp. 1051-1135

  24. J.M. Roberts, Is inflation sticky?, Journal of Monetary Economics, 39 (1997), pp. 173-196

  25. K. Adam, M. Padula, Inflation dynamics and subjective expectations in the United States, Economic Inquiry, 49 (2011), pp. 13-25

  26. K. Kasa, T.B. Walker, C.H. Whiteman, Heterogeneous beliefs and tests of present value models, The Review of Economic Studies, 81 (2013), pp. 1137-1163
    Paper not yet in RePEc: Add citation now
  27. K. Nimark, Dynamic pricing and imperfect common knowledge, Journal of Monetary Economics, 55 (2008), pp. 365-382

  28. L. Berkelmans, Imperfect information, multiple shocks, and policy's signaling role, Journal of Monetary Economics, 58 (2011), pp. 373-386

  29. L. Melosi, Signalling effects of monetary policy, The Review of Economic Studies, 84 (2017), pp. 853-884

  30. L.J. Christiano, M. Eichenbaum, C.L. Evans, Nominal rigidities and the dynamic effects of a shock to monetary policy, Journal of Political Economy, 113 (2005), pp. 1-45

  31. M. Bils, The cyclical behavior of marginal cost and price, The American Economic Review, 77 (1987), pp. 838-855

  32. M. Woodford, Imperfect common knowledge and the effects of monetary policy, NBER Working Papers 8673, National Bureau of Economic Research (2001)

  33. N.G. Mankiw, R. Reis, J. Wolfers, Disagreement about inflation expectations, NBER Macroeconomics Annual, 18 (2003), pp. 209-248

  34. N.G. Mankiw, R. Reis, Sticky information versus sticky prices: a proposal to replace the new Keynesian Phillips curve, The Quarterly Journal of Economics, 117 (2002), pp. 1295-1328

  35. O. Coibion, Y. Gorodnichenko, Information rigidity and the expectations formation process: a simple framework and new facts, The American Economic Review, 105 (2015), pp. 2644-2678

  36. O. Coibion, Y. Gorodnichenko, R. Kamdar, The formation of expectations, inflation, and the Phillips curve, Journal of Economic Literature, 56 (2018), pp. 1447-1491

  37. O. Coibion, Y. Gorodnichenko, S. Kumar, J. Ryngaert, Do you know that I know that you know...? Higher-order beliefs in survey data, Technical Report, National Bureau of Economic Research (2018)

  38. O. Coibion, Y. Gorodnichenko, What can survey forecasts tell us about information rigidities?, Journal of Political Economy, 120 (2012), pp. 116-159

  39. P. Andrade, O. Coibion, E. Gautier, Y. Gorodnichenko, No firm is an island? How industry conditions shape firms' expectations, Journal of Monetary Economics, 125 (2022), pp. 40-56

  40. P. Bacchetta, E. Van Wincoop, Higher order expectations in asset pricing, Journal of Money, Credit, and Banking, 40 (2008), pp. 837-866

  41. P. Bordalo, N. Gennaioli, Y. Ma, A. Shleifer, Overreaction in macroeconomic expectations, The American Economic Review, 110 (2020), pp. 2748-2782

  42. R. Chirinko, S. Fazzari, Economic fluctuations, market power, and returns to scale: evidence from firm-level data, Journal of Applied Econometrics, 9 (1994), pp. 47-69

  43. R. Hall, Market structure and macroeconomic fluctuations, Brookings Papers on Economic Activity, 2 (1986), pp. 285-322

  44. R.E. Kass, A.E. Raftery, Bayes factors, Journal of the American Statistical Association, 90 (1995), pp. 773-795
    Paper not yet in RePEc: Add citation now
  45. R.E. Lucas, Expectations and the neutrality of money, Journal of Economic Theory, 4 (1972), pp. 103-124

  46. R.J. Shiller, Rational expectations and the dynamic structure of macroeconomic models: a critical review, Journal of Monetary Economics, 4 (1978), pp. 1-44

  47. R.M. Townsend, Forecasting the forecasts of others, Journal of Political Economy, 91 (1983), pp. 546-588

  48. S. Acharya, J. Benhabib, Z. Huo, The anatomy of sentiment-driven fluctuations, Journal of Economic Theory, 195 (2021), Article 105280

  49. S. Banerjee, R. Kaniel, I. Kremer, Price drift as an outcome of differences in higher-order beliefs, The Review of Financial Studies, 22 (2009), pp. 3707-3734

  50. S. Kucinskas, F.S. Peters, Measuring biases in expectation formation, SSRN Working paper (2019)
    Paper not yet in RePEc: Add citation now
  51. T.J. Sargent, Dynamic Macroeconomic Theory, Harvard University Press, Cambridge, MA (1987)
    Paper not yet in RePEc: Add citation now
  52. Y.A. Rozanov, Stationary Random Processes, Holden-Day, San Francisco (1967)
    Paper not yet in RePEc: Add citation now
  53. Z. Han, F. Tan, J. Wu, Analytic policy function iteration, SSRN Working paper (2020)
    Paper not yet in RePEc: Add citation now
  54. Z. Huo, M. Pedroni, Dynamic information aggregation: Learning from the past, Working paper (2020)
    Paper not yet in RePEc: Add citation now
  55. Z. Huo, N. Takayama, Rational expectations models with higher order beliefs, Working paper (2018)
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Les determinants de la dynamique des salaires en France : approches macro et sectorielles par la courbe de Phillips. (2024). Moutaabbid, A.
    In: Documents de Travail de l'Insee - INSEE Working Papers.
    RePEc:nse:doctra:2024-20.

    Full description at Econpapers || Download paper

  2. Attention-Driven Sentiment and the Business Cycle. (2024). Ray, Walker ; Kamdar, Rupal.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2024003.

    Full description at Econpapers || Download paper

  3. How do people view wage and price inflation?. (2024). Jain, Monica ; Zhang, XU ; Kostyshyna, Olena.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000059.

    Full description at Econpapers || Download paper

  4. Carbon pricing and inflation expectations: evidence from France. (2023). Moretti, Luca ; Mangiante, Giacomo ; Hensel, Jannik.
    In: ECON - Working Papers.
    RePEc:zur:econwp:434.

    Full description at Econpapers || Download paper

  5. Energy prices and inflation expectations: Evidence from households and firms. (2023). Wehrhofer, Nils.
    In: Discussion Papers.
    RePEc:zbw:bubdps:279809.

    Full description at Econpapers || Download paper

  6. Inflation expectations in the wake of the war in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik.
    In: Discussion Papers.
    RePEc:zbw:bubdps:032023.

    Full description at Econpapers || Download paper

  7. The Survey of Firms’ Inflation Expectations. (2023). Shiroff, Taylor ; Pedemonte, Mathieu ; Knotek, Edward S ; Garciga, Christian.
    In: Economic Commentary.
    RePEc:fip:fedcec:96187.

    Full description at Econpapers || Download paper

  8. Undisclosed material inflation risk. (2023). Konchitchki, Yaniv ; Xie, Jin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:140:y:2023:i:s:p:s82-s100.

    Full description at Econpapers || Download paper

  9. Local information and firm expectations about aggregates. (2023). Wohlrabe, Klaus ; Muller, Lena Sophia ; Dovern, Jonas.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:138:y:2023:i:c:p:1-13.

    Full description at Econpapers || Download paper

  10. News of disinflation and firms’ expectations: New causal evidence. (2023). Ponce, Jorge ; Mello, Miguel ; Caruso-Bloeck, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001158.

    Full description at Econpapers || Download paper

  11. Investment, inflation, and the role of internal information systems as a transmission channel. (2023). Joos, Peter ; Ferracuti, Elia ; Binz, Oliver.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:76:y:2023:i:2:s0165410123000563.

    Full description at Econpapers || Download paper

  12. Central Bank Communication with the General Public. (2023). Drager, Lena.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10713.

    Full description at Econpapers || Download paper

  13. Carbon Pricing and Inflation Expectations: Evidence from France. (2023). Moretti, Luca ; Mangiante, Giacomo ; Hensel, Jannik.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10552.

    Full description at Econpapers || Download paper

  14. Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations. (2023). Kočenda, Evžen ; Kocenda, Even ; Pinter, Julien.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10413.

    Full description at Econpapers || Download paper

  15. Inflation Expectations in the Wake of the War in Ukraine. (2023). Schmidt, Tobias ; Cato, Misina ; Afunts, Geghetsik.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp745.

    Full description at Econpapers || Download paper

  16. Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt.
    In: Working papers.
    RePEc:bfr:banfra:921.

    Full description at Econpapers || Download paper

  17. The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications. (2022). Coibion, Olivier ; Gorodnichenko, Yuriy ; Dacunto, Francesco ; Weber, Michael.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp15391.

    Full description at Econpapers || Download paper

  18. Information Frictions among Firms and Households. (2022). Peichl, Andreas ; Link, Sebastian ; Wohlfart, Johannes ; Roth, Christopher.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp15090.

    Full description at Econpapers || Download paper

  19. How do wage setting institutions affect wage rigidity? Evidence from French micro data. (2022). Gautier, Erwan ; Roux, Sebastien ; Castillo, Milena Suarez.
    In: Labour Economics.
    RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001221.

    Full description at Econpapers || Download paper

  20. The impact of guidance, short-term dynamics and individual characteristics on firms’ long-term inflation expectations. (2022). Rosenblatt-Wisch, Rina ; Zanetti, Attilio ; Raggi, Christian ; Hunziker, Hans-Ueli.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000793.

    Full description at Econpapers || Download paper

  21. Information frictions across various types of inflation expectations. (2022). Hubert, Paul ; Cornand, Camille.
    In: European Economic Review.
    RePEc:eee:eecrev:v:146:y:2022:i:c:s001429212200099x.

    Full description at Econpapers || Download paper

  22. Macroeconomic changes with declining trend inflation: Complementarity with the superstar firm hypothesis. (2022). Kurozumi, Takushi ; van Zandweghe, Willem.
    In: European Economic Review.
    RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002725.

    Full description at Econpapers || Download paper

  23. Inflation Expectations and Their Formation: Working Paper 2022-03. (2022). Schafer, Jeffrey.
    In: Working Papers.
    RePEc:cbo:wpaper:57398.

    Full description at Econpapers || Download paper

  24. Information Frictions Across Various Types of Inflation Expectations. (2022). Paul, Hubert ; Camille, Cornand.
    In: Working papers.
    RePEc:bfr:banfra:873.

    Full description at Econpapers || Download paper

  25. Firm Inattention and the Efficacy of Monetary Policy: A Text-Based Approach. (2022). Stern, Samuel ; Song, Wenting.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-3.

    Full description at Econpapers || Download paper

  26. Information Frictions among Firms and Households. (2022). Wohlfart, Johannes ; Roth, Christopher ; Peichl, Andreas ; Link, Sebastian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:140.

    Full description at Econpapers || Download paper

  27. What do price equations say about future inflation?. (2021). Fair, Ray C.
    In: Business Economics.
    RePEc:pal:buseco:v:56:y:2021:i:3:d:10.1057_s11369-021-00227-2.

    Full description at Econpapers || Download paper

  28. Zero Lower Bound on Inflation Expectations. (2021). Gorodnichenko, Yuriy ; Sergeyev, Dmitriy.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp14853.

    Full description at Econpapers || Download paper

  29. Media Treatment of Monetary Policy Surprises and Their Impact on Firms and Consumers Expectations. (2021). Pinter, Julien ; Kočenda, Evžen.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2021_30.

    Full description at Econpapers || Download paper

  30. What Do Price Equations Say About Future Inflation?. (2021). Fair, Ray C.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2287.

    Full description at Econpapers || Download paper

  31. Losing the inflation anchor. (2021). Reis, Ricardo.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2123.

    Full description at Econpapers || Download paper

  32. Mesurer les anticipations d’inflation des entreprises. (2021). Savignac, Frédérique ; Gautier, Erwan ; Frederique, Savignac ; Mathilde, Gerardin ; Paul, Bouche.
    In: Bulletin de la Banque de France.
    RePEc:bfr:bullbf:2021:236:06.

    Full description at Econpapers || Download paper

  33. .

    Full description at Econpapers || Download paper

  34. The Role of Dispersed Information in Inflation and Inflation Expectations. (). Mao, Ruoyun ; Han, Zhao.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-423.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-13 10:05:16 || 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.