Estimating the frequency of price re-optimization in Calvo-style models
- 31 October 2007
- journal article
- Published by Elsevier BV in Journal of Monetary Economics
- Vol. 54 (7), 2032-2047
- https://doi.org/10.1016/j.jmoneco.2006.07.004
Abstract
No abstract availableThis publication has 22 references indexed in Scilit:
- Nominal rigidities and the dynamic effects of a shock to monetary policyJournal of Political Economy, 2005
- Optimal monetary policy with staggered wage and price contractsJournal of Monetary Economics, 2000
- Staggered price setting, translog preferences, and endogenous persistenceJournal of Monetary Economics, 2000
- Inflation dynamics: A structural econometric analysisJournal of Monetary Economics, 1999
- State-Dependent Pricing and the General Equilibrium Dynamics of Money and OutputThe Quarterly Journal of Economics, 1999
- Nominal price rigidity, money supply endogeneity, and business cyclesJournal of Monetary Economics, 1996
- The Quantitative Analytics of the Basic Neomonetarist ModelJournal of Money, Credit and Banking, 1995
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations ModelsEconometrica, 1982
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Aggregate Dynamics and Staggered ContractsJournal of Political Economy, 1980