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Time-varying business volatility, price setting, and the real effects of monetary policy
Bachmann, Ruediger; Born, Benjamin; Elstner, Steffen; … - 2013
Does time-varying business volatility affect the price setting of firms and thus the transmission of monetary policy … Climate Survey the impact of idiosyncratic volatility on the price setting behavior of firms. In a second step, we use a … calibrated New Keynesian business cycle model to gauge the effects of time-varying volatility on the transmission of monetary …
Persistent link: https://www.econbiz.de/10009767295
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Time-varying business volatility, price setting, and the real effects of monetary policy
Bachmann, Ruediger; Born, Benjamin; Elstner, Steffen; … - 2013
Persistent link: https://www.econbiz.de/10010206767
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Time- or state-dependence? : an analysis of inflation dynamics using German business survey data
Carstensen, Kai; Schenkelberg, Heike - 2011 - Current version: March 2, 2011
This paper evaluates the predictions of different price setting theories using a new dataset constructed from a large panel of business surveys of German retail firms over the period 1970-2010. The dataset contains firm-specific information on both price realizations and expectations....
Persistent link: https://www.econbiz.de/10008936317
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Interest rate uncertainty and economic fluctuations
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010431316
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Monetary volatility and real output volatility : an empirical model of the financial transmission mechanism in Australia
Kearney, Colm - In: International review of financial analysis 6 (1997) 2, pp. 77-95
Persistent link: https://www.econbiz.de/10001246655
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On the importance of sectoral and regional shocks for price setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - 2012
sectoral regional inflation rates and exhibits much less volatility than previous findings for the US indicate. We further …
Persistent link: https://www.econbiz.de/10010394236
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On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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Asset price volatility, price markups, and macroeconomic fluctuations
Iraola, Miguel A.; Santos Santos, Manuel - In: Journal of monetary economics 90 (2017), pp. 84-98
Persistent link: https://www.econbiz.de/10011799232
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The duration of bank retail interest rates
Craig, Ben R.; Dinger, Valeriya - 2011
Persistent link: https://www.econbiz.de/10009378385
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The duration of bank retail interest rates
Craig, Ben R.; Dinger, Valeriya - 2011
We use bank retail interest rates as price examples in a study of the determinants of price durations. The extraordinary richness of the data allows us to address some major open issues from the price rigidity literature, such as the functional form of the hazard of changing a price, the effect...
Persistent link: https://www.econbiz.de/10009660278