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Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of macroeconomics 29 (2007) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
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Search frictions, real rigidities and inflation dynamics
Thomas, Carlos (contributor) - 2007
The standard New Keynesian model suffers from the so-called .macro-micro pricing conflict: in order to match the dynamics of inflation implied by macroeconomic data, the model needs to assume an average duration of price contracts which is much longer than what is observed in micro data. Here I...
Persistent link: https://www.econbiz.de/10003546364
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Modelling non-linear comovements between time series
Kyrtsou, Catherine; Vorlow, Costas - In: Journal of macroeconomics 31 (2009) 1, pp. 200-211
Persistent link: https://www.econbiz.de/10003840508
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Fiscal and monetary policy interactions : empirical evidence and optimal policy using a structural new-Keynesian model
Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - In: Journal of macroeconomics 26 (2004) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10002088618
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Comments on "A critical investigation on detrending procedures for nonlinear processes
Ashley, Richard A.; Verbrugge, Randal - In: Journal of macroeconomics 28 (2006) 1, pp. 192-194
Persistent link: https://www.econbiz.de/10003291161
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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
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The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes
Shively, Philip A. - In: Journal of macroeconomics 26 (2004) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10001988357
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The role of detrending methods in a model of real business cycles
Park, Gonyung - In: Journal of macroeconomics 18 (1996) 3, pp. 479-501
Persistent link: https://www.econbiz.de/10001201238
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The random walk hypothesis of consumption and time aggregation
Haug, Alfred Albert - In: Journal of macroeconomics 13 (1991) 4, pp. 691-700
Persistent link: https://www.econbiz.de/10001112453
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Measurement errors in survey forecasts of expected inflation and the rationality of inflation expectations
Smyth, David J. - In: Journal of macroeconomics 14 (1992) 3, pp. 439-448
Persistent link: https://www.econbiz.de/10001129320