Similar Search Results

Bargaining power and outside options in the interbank lending market

Abbassi, Puriya; Bräuning, Falk; Schulze, Niels - 2017

We study the role of bargaining power and outside options for the pricing of over-the-counter interbank loans using a bilateral Nash bargaining model and test the model predictions with detailed transaction-level data from the euro-area interbank market. We find that lender banks with greater...

Persistent link: https://www.econbiz.de/10011740274

Modeling the loan rate behavior : the role of the inter-bank money market and German Bundesbank policy

Korndörfer, Petra - 2001

Persistent link: https://www.econbiz.de/10001573513

The price puzzle : fact or artefact?

Arestis, Philip; Karoglou, Michail; Muratidēs, Kōstas - 2013

Persistent link: https://www.econbiz.de/10009767990

Pre-set prices, differential information and monetary policy

Andersen, Torben M. - 1984

Persistent link: https://www.econbiz.de/10001828018

Dynamics of the Price Distribution in a General Model of State-Dependent Pricing

Costain, James S.; Nakov, Anton - 2009

the steady-state distribution of price adjustments in microdata; realism calls for firm-specific shocks. Computing a …

Persistent link: https://www.econbiz.de/10014211291

Rationally inattentive seller : sales and discrete pricing

Matějka, Filip - In: The review of economic studies 83 (2016) 3, pp. 1125-1155

Persistent link: https://www.econbiz.de/10011630978

The price adjustment hazard function : evidence from high inflation periods

Luo, Shaowen; Villar, Daniel - In: Journal of economic dynamics & control 130 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013256079

Sticky Information Versus Sticky Prices : A Horse Race Under a General Price-Setting Scheme

Yao, Fang - 2011

This paper compares sticky-price and sticky-information model under a more general staggering price-setting scheme … that, without strategic complementarity in the price-setting, two models generate similar inflation dynamics. The … distribution of price durations dominates the shape of impulse response in both models. Furthermore, with strategic complementarity …

Persistent link: https://www.econbiz.de/10014179247

Monetary policy, rule-of-thumb consumers and external habits : a G7 comparison

Di Bartolomeo, Giovanni; Rossi, Lorenza; Tancioni, … - In: Applied economics 43 (2011) 19/21, pp. 2721-2738

Persistent link: https://www.econbiz.de/10009379600

Monetary Policy, Rule-of-Thumb Consumers and External Habits: A G7 Comparison

Di Bartolomeo, Giovanni; Rossi, Lorenza; Tancioni, … - 2009

This paper extends the standard New Keynesian dynamic stochastic general equilibrium (DSGE) model to agents who cannot smooth consumption (i.e. spenders) and are affected by external consumption habits. Although these assumptions are not new, their joint consideration strongly affects some...

Persistent link: https://www.econbiz.de/10010343913