Can rational expectations sticky-price models explain inflation dynamics?

被引：86

作者：

Rudd, J

Whelan, K

机构：

[1] Fed Reserve Syst, Board Governors, Div Res & Stat, Washington, DC 20551 USA

[2] Cent Bank & Financial Serv Author Ireland, Dept Econ Anal Res & Publicat, Dublin 2, Ireland

来源：

AMERICAN ECONOMIC REVIEW | 2006年 / 96卷 / 01期

关键词：

D O I：

10.1257/000282806776157560

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：303 / 320

页数：18

共 48 条

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ECONOMICS LETTERS, 1978, 1 (02) : 117 - 119
[32] Inflation expectations of households: do they influence wage-price dynamics in India?
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[33] Sticky prices or rational inattention - What can we learn from sectoral price data?
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[34] Can sticky price models generate volatile and persistent real exchange rates?
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[36] CONSISTENT EXPECTATIONS EQUILIBRIA IN MARKOV REGIME SWITCHING MODELS AND INFLATION DYNAMICS
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[37] Sticky price models of the business cycle: Can the contract multiplier solve the persistence problem?
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[38] Sticky price models of the business cycle: Can the roundabout production solve the persistence puzzle?
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[39] METHODS OF ESTIMATION FOR MODELS OF MARKETS WITH BOUNDED PRICE VARIATION UNDER RATIONAL-EXPECTATIONS
CHANDA, A
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ECONOMICS LETTERS, 1983, 13 (2-3) : 181 - 184
[40] Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?
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