Uncovering Yield Parity: A new insight into the UIP puzzle through the | | stationarity of long maturity forward rates, by Zsolt Darvas, Gábor Rappai, Zoltán Schepp (Netherlands Bank DNB Working Papers 098) | Full text |
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| The yen real exchange rate may be | | stationary after all: evidence from non-linear unit root tests, by Georgios Chortareas and George Kapetanios (Bank of England Working papers 311) | Abstract
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| Analysis of the Performance of Mexican Pension Funds: Evidence from a | | Stationary Bootstrap Application, by Rodríguez Arnulfo; Zúńiga Gerardo; Rodríguez Pedro N. (Bank of Mexico Working Papers 2008-02) | Full text |
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| Comovements and heterogeneity in the euro area analyzed in a non- | | stationary dynamic factor model, by Sandra Eickmeier (Deutsche Bundesbank Discussion Papers 200631) | Full text |
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| Assessing Aggregate Comovements in France, Germany and Italy. Using a Non | | Stationary Factor Model of the Euro Area, by Olivier de Bandt, Catherine Bruneau, Alexis Flageollet (Bank of France Working Papers Nr 145) | Abstract
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| Non- | | Stationary Hours in a DSGE Model, by Yongsung Chang, Taeyoung Doh, and Frank Schorfheide (Philadelphia Fed Working Papers wp06-03) | Full text |
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| | Statistical Arbitrage with Default and Collateral, by Ana Lacerda, José Fajardo (Bank of Portugal Working papers 2008-08) | Abstract
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| Nominal Anchor: Economic and | | Statistical Aspects 31.1.2006, by Barnea Ami, Liviatan Nissan (Bank of Israel Research - Discussion Papers dp0601) | Abstract
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| Integrating Expenditure and Income Data: What To Do With the | | Statistical Discrepancy?, by J. Joseph Beaulieu and Eric J. Bartelsman (Federal Reserve Board FEDS series 2004-39) | Abstract
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| Forecast combination and the Bank of England's suite of | | statistical forecasting models, by George Kapetanios, Vincent Labhard and Simon Price (Bank of England Working papers 323) | Abstract
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| Developing | | statistical indicators of the integration of the euro area banking system, by Michele Manna (European Central Bank Working papers 300) | Full text |
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| The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: | | Statistical Tests and Economic Value, by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061) | Full text |
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| | | Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling, by Gonzalo Camba-Méndez and George Kapetanios (European Central Bank Working papers 850) | Full text |
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| The Economic and | | Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns, by Massimo Guidolin, and Carrie Fangzhou Na (St Louis Fed Working Papers 2006-059) | Full text |
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| How to treat benchmark revisions? The case of German production and orders | | statistics , by Thomas A. Knetsch, Hans-Eggert Reimers (Deutsche Bundesbank Discussion Papers 200638) | Full text |
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| Analysis of revisions to general economic | | statistics , by Mariagnese Branchi, Heinz Christian Dieden, Wim Haine, Csaba Horváth, Andrew Kanutin and Linda Kezbere (European Central Bank Occasional papers 74) | Full text |
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| Global monitoring with the BIS international banking | | statistics , by Patrick M. McGuire and Nikola A. Tarashev (Bank for International Settlements Working papers 244) | Abstract
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| Estimating Models of On-the-Job Search using Record | | Statistics , by Gadi Barlevy (Chicago Fed Working papers WP-2003-18) | Abstract
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| Quality adjustment of European price | | statistics and the role for hedonics, by Henning Ahnert and Geoff Kenny (European Central Bank Occasional papers 15) | Full text |
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| Documentation of the Research and | | Statistics Division's Estimated DSGE Model of the U.S. Economy: 2006 Version, by Rochelle M. Edge, Michael T. Kiley, and Jean-Philippe Laforte (Federal Reserve Board FEDS series 2007-53) | Abstract
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| Summary | | statistics of option-implied probability density functions and their properties, by Damien Lynch and Nikolaos Panigirtzoglou (Bank of England Working papers 345) | Abstract
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| The BIS | | statistics on payments and settlements, by Elisabeth Ledrut (Bank for International Settlements Quarterly Review 0706f) | Abstract
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| Quantitative quality indicators for | | statistics - an application to euro area balance of payment, by Violetta Damia and Carmen Picón Aguilar (European Central Bank Occasional papers 54) | Full text |
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| Towards harmonised balance of payments and international investment position | | statistics - the experience of the European compilers, by Jean Marc Israël and Carlos Sánchez Muńoz (European Central Bank Occasional papers 67) | Full text |
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| Uses of the BIS | | statistics: an introduction, by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0203h) | Full text |
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| The BIS consolidated banking | | statistics: structure, uses and recent enhancements, by Patrick McGuire, Philip Wooldridge (Bank for International Settlements Quarterly Review 0509f) | Abstract
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Relative | | Status and Well-Being: Evidence from U.S. Suicide Deaths, by Daly, Wilson, Johnson (San Francisco Fed Working Papers 2007-12) | Full text |
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| The Improving Relative | | Status of Black Men, by Kenneth Couch and Mary Daly (San Francisco Fed Working Papers 2004-02) | Full text |
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| Risk in financial reporting: | | status, challenges and suggested directions, by Claudio E. V. Borio and Kostas Tsatsaronis (Bank for International Settlements Working papers 213) | Abstract
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Keeping Up with the Joneses and | | Staying Ahead of the Smiths: Evidence from Suicide Data, by Daly, Wilson (San Francisco Fed Working Papers 2006-12) | Full text |
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Inference in Vector Autoregressive Models with an Informative Prior on the | | Steady State, by Mattias Villani (Sveriges Riksbank Working Papers No181) | Abstract
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| | | Steady State Analysis of an Open Economy General Equilibrium Model for Brazil, by Mirta Noemí Sataka Bugarin, Roberto de Goes Ellery Jr., Victor Gomes Silva and Marcelo Kfoury Muinhos (Central Bank of Brazil Working Papers 092) | Abstract
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| Stability of | | Steady States in a Model of Pleasant Monetarist Arithmetic, by Marco Espinosa-Vega and Steven Russell (Atlanta Fed Working papers 2001-20) | Abstract
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| A | | Steady-State Approach to Trend/Cycle Decomposition, by James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-006) | Full text |
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| Price setting and the | | steady-state effects of inflation, by Miguel Casares (European Central Bank Working papers No.140) | Full text |
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The Role of China in Asia: Engine, Conduit, or | | Steamroller?, by Jane T. Haltmaier, Shaghil Ahmed, Brahima Coulibaly, Ross Knippenberg, Sylvain Leduc, Mario Marazzi, and Beth Anne Wilson (Federal Reserve Board International Financial Discussion Papers 2007-904) | Abstract
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3- | | step analysis of public finances sustainability: the case of the European Union, by António Afonso and Christophe Rault (European Central Bank Working papers 908) | Full text |
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| Large T and small N: A three- | | step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension, by Roger Hammersland (Central Bank of Norway Working Papers 2004/15) | Full text |
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Credit spreads on | | sterling corporate bonds and the term structure of UK interest rates, by Jeremy Leake (Bank of England Working papers 202) | Abstract
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| Using copulas to construct bivariate foreign exchange distributions with an application to the | | sterling exchange rate index, by Matthew Hurd, Mark Salmon and Christoph Schleicher (Bank of England Working papers 334) | Abstract
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| Asset price based estimates of | | sterling exchange rate risk premia, by Jan J J Groen and Ravi Balakrishnan (Bank of England Working papers 250) | Abstract
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| | | Sterling implications of a US current account reversal, by Morten Spange and Pawel Zabczyk (Bank of England Working papers 296) | Abstract
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| The Timing and Funding of CHAPS | | Sterling Payments, by Christopher Becher, Marco Galbiati, and Merxe Tudela (New York Fed Economic policy review 0803bech) | Abstract
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The pricing behaviour of Italian firms: new survey evidence on price | | stickiness , by Silvia Fabiani, Angela Gattulli and Roberto Sabbatini (European Central Bank Working papers 333) | Full text |
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| Employment | | stickiness in small manufacturing firms, by Philip Vermeulen (European Central Bank Working papers 640) | Full text |
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| Stabilisation bias in monetary policy under endogenous price | | stickiness., by Martin Ellison (Bank of Finland Discussion Papers 2001/04) | Abstract
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| Endogenous price | | stickiness, trend inflation, and the New Keynesian Phillips curve, by Hasan Bakhshi, Pablo Burriel-Llombart, Hashmat Khan and Barbara Rudolf (Bank of England Working papers 191) | Abstract
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| Heterogeneity in consumer price | | stickiness: a microeconometric investigation, by Denis Fougčre (European Central Bank Working papers 536) | Full text |
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| Heterogeneity in Consumer Price | | Stickiness: A Microeconometric Investigation, by Denis Fougčre, Hervé Le Bihan and Patrick Sevestre (Bank of France Working Papers Nr 137) | Abstract
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Monetary Policy and Staggered Wage Bargaining when Prices are | | Sticky , by Mikael Carlsson and Andreas Westermark (Sveriges Riksbank Working Papers No199) | Abstract
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| International evidence on | | sticky consumption growth., by Christopher D. Carroll (European Central Bank Working papers 886) | Full text |
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| | | Sticky Information vs. Sticky Prices: A Horse Race in a DSGE Framework, by Mathias Trabandt (Sveriges Riksbank Working Papers No209) | Abstract
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| Time-to-build approach in a | | sticky price, by Miguel Casares (European Central Bank Working papers No.147) | Full text |
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| Monetary Policy, Job Flows, and Unemployment in a | | Sticky Price Framework, by Claudio Soto (Central Bank of Chile Working Papers 219) | Abstract
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| Technology Shocks and Monetary Policy in an Estimated | | Sticky Price Model of the Euro Area, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 126) | Abstract
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| Technology Shocks and Monetary Policy in an Estimated | | Sticky Price Model of the US Economy, by Sanvi Avouyi-Dovi and Julien Matheron (Bank of France Working Papers Nr 123) | Abstract
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| Evaluating the Fit of | | Sticky Price Models, by Julien Matheron and Tristan-Pierre Maury (Bank of France Working Papers Nr 104) | Abstract
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| The dynamic behavior of the real exchange rate in | | sticky price models, by Jón Steinsson (Central Bank of Iceland Working Papers 28) | Abstract
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| Co-Movement in | | Sticky Price Models with Durable Goods, by Charles T. Carlstrom and Timothy S. Fuerst (Cleveland Fed Working papers wp0614) | Full text |
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| Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and | | Sticky Prices, by Ruy Lama, Juan Pablo Medina (Central Bank of Chile Working Papers 286) | Abstract
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| New perspectives on capital and | | sticky prices, by Tommy Sveen and Lutz Weinke (Central Bank of Norway Working Papers 2004/03) | Full text |
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| Optimal Fiscal and Monetary Policy with Sticky Wages and | | Sticky Prices, by Sanjay K. Chugh (Federal Reserve Board International Financial Discussion Papers 2005-834) | Abstract
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| Evaluating the Calvo Model of | | Sticky Prices, by Martin Eichenbaum , Jonas Fisher (Chicago Fed Working papers WP-2003-23) | Abstract
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| Real Exchange Rate and Current Account Dynamics with | | Sticky Prices and Distortionary Taxes, by (DNB) (Netherlands Bank DNB Working Papers 056) | Full text |
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| | | Sticky Prices and Inventories: Production Smoothing Reconsidered, by Andreas Hornstein (Richmond Fed Working Papers 01-06) | Abstract
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| Optimal Monetary Policy, Endogenous | | Sticky Prices and Multiplicity of Equilibria, by Levon Barseghyan, and Riccardo DiCecio (St Louis Fed Working Papers 2005-036) | Full text |
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| Another Look at | | Sticky Prices and Output Persistence, by Peng-fei Wang, and Yi Wen (St Louis Fed Working Papers 2005-051) | Full text |
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| | | Sticky Prices and Sectoral Real Exchange Rates, by Patrick J. Kehoe and Virgiliu Midrigan (Minneapolis Fed Working Papers WP656) | Abstract
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| Monetary policy in an estimated optimisation-based model with | | sticky prices and wages, by Jeffery D Amato and Thomas Laubach (Bank for International Settlements Working papers 087) | Abstract
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| How Well Does a Small Structural Model with | | Sticky Prices and Wages Fit Postwar U.S. Data?, by Julien Matheron, and Céline Poilly (Bank of France Working Papers Nr 148) | Abstract
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| Alternative monetary regimes in a DSGE model of a small open economy with two sectors and | | sticky prices and wages., by Guillermo Escudé (Central Bank of Argentina Working Papers 2006/11) | Full text |
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| | | Sticky prices in the euro area: a summary of new micro evidence, by Luis Alvarez, Emmanuelle Dhyne, Marco Hoeberichts, Claudia Kwapil, Herve Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen, Juoko Vilmunen (Deutsche Bundesbank Discussion Papers 200602) | Full text |
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| | | Sticky prices in the euro area: a summary of new micro evidence, by Luis J. Álvarez, Emmanuel Dhyne, Marco M. Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl (European Central Bank Working papers 563) | Full text |
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| | | Sticky Prices in the Euro Area: A Summary of New Micro Evidence, by Luis J. Álvarez, Emmanuel Dhyne, Marco Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen (Bank of France Working Papers Nr 138) | Abstract
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| | | Sticky Prices in the Euro Area: a Summary of New Micro Evidence, by (DNB) (Netherlands Bank DNB Working Papers 062) | Full text |
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| | | Sticky Prices in The Euro Area: a Summary of New Micro Evidence, by Luis J. Álvarez, Emmanuel Dhyne, Marco Hoeberichts, C. Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, R. Sabbatini, H. Stahl, Philip Vermeulen, Jouko Vilmunen (Bank of Portugal Working papers 2006-05) | Abstract
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| | | Sticky prices in the euro area: a summary of new micro evidence, by Luis J. Álvarez, Enmanuel Dhyne, Marco M. Hoeberichts, Claudia Kwapil, Hervé Le Bihan, Patrick Lünnemann, Fernando Martins, Roberto Sabbatini, Harald Stahl, Philip Vermeulen and Jouko Vilmunen (Bank of Spain Working Papers 0542) | Abstract
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| Firm-Specific Investment, | | Sticky Prices, and the Taylor Principle, by Tommy Sveen and Lutz Weinke (Central Bank of Norway Working Papers 2004/12) | Full text |
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| | | Sticky Prices, Coordination and Enforcement, by John C. Driscoll and Harumi Ito (Federal Reserve Board FEDS series 2003-30) | Abstract
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| Sticky Information vs. | | Sticky Prices: A Horse Race in a DSGE Framework, by Mathias Trabandt (Sveriges Riksbank Working Papers No209) | Abstract
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| | | Sticky Prices: Why Firms Hesitate to Adjust the Price of Their Goods, by Pinelopi Goldberg and Rebecca Hellerstein (New York Fed Current issues ci13-10) | Abstract
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| Optimal Fiscal and Monetary Policy with | | Sticky Wages and Sticky Prices, by Sanjay K. Chugh (Federal Reserve Board International Financial Discussion Papers 2005-834) | Abstract
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| Firm-Specific or Household-Specific | | Sticky Wages in the New Keynesian Model?, by by Miguel Casares (IJCB International Journal of Central Banking 07q4a6) | Abstract
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| | | Sticky Wages. Evidence from Quarterly Microeconomic Data, by Thomas Heckel, Hervé Le Bihan and Jérémi Montornčs (Bank of France Working Papers Nr 208) | Abstract
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| | | Sticky wages: evidence from quarterly microeconomic data, by Thomas Heckel (European Central Bank Working papers 893) | Full text |
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| A Quantitative Comparison of Sticky-Price and | | Sticky-Information Models of Price Setting, by Michael T. Kiley (Federal Reserve Board FEDS series 2006-45) | Abstract
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| Estimates of the | | Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom, by Khan, Hashmat and Zhenhua Zhu (Bank of Canada Working papers 2002-19) | Abstract
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| Optimal Monetary Policy in Economies with " | | Sticky-Information" Wages, by Evan F. Koenig (Dallas Fed Working Papers wp0405) | Full text |
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| A Quantitative Comparison of | | Sticky-Price and Sticky-Information Models of Price Setting, by Michael T. Kiley (Federal Reserve Board FEDS series 2006-45) | Abstract
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| Inflation Targets, Credibility and Persistence In a Simple | | Sticky-Price Framework, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 03/RT/06) | Abstract
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| Inflation Targets, Credibility, and Persistence in a Simple | | Sticky-Price Framework, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2003-43) | Abstract
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| | | Sticky-Price Models and the Natural Rate Hypothesis, by Javier Andrés, J. David López-Salido and Edward Nelson (Bank of Spain Working Papers 0521) | Abstract
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| | | Sticky-Price Models and the Natural Rate Hypothesis, by Javier Andrés, J. David López-Salido, and Edward Nelson (St Louis Fed Working Papers 2005-018) | Full text |
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| Can Rational Expectations | | Sticky-Price Models Explain Inflation Dynamics, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 03/RT/05) | Abstract
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| Can Rational Expectations | | Sticky-Price Models Explain Inflation Dynamics?, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2003-46) | Abstract
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| Real Exchange Rate Persistence in Dynamic General-Equilibrium | | Sticky-Price Models: An Analytical Characterization, by Bouakez, Hafedh (Bank of Canada Working papers 2003-35) | Abstract
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| Assessing predetermined expectations in the standard | | sticky-price model: a Bayesian approach, by Peter Welz (European Central Bank Working papers 621) | Full text |
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| Are internet prices | | sticky?, by Patrick Lünnemann and Ladislav Wintr (European Central Bank Working papers 645) | Full text |
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Is There | | Still an Added-Worker Effect?, by Chinhui Juhn and Simon Potter (New York Fed Staff reports 310) | Abstract
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| Are U.S. Reserve Requirements | | Still Binding?, by Paul Bennett and Stavros Peristiani (New York Fed Economic policy review 0205benn) | Full text |
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| Do China's capital controls | | still bind? Implications for monetary autonomy and capital liberalisation, by Guonan Ma and Robert N. McCauley (Bank for International Settlements Working papers 233) | Abstract
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| Do macro announcements | | still drive the US bond market?, by Craig H Furfine (Bank for International Settlements Quarterly Review 0106f) | Full text |
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| Money As An Inflation Indicator In Chile - Does P* | | Still Work?, by Tobias Broer, Rodrigo Caputo (Central Bank of Chile Working Papers 293) | Abstract
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Forecasting ECB monetary policy: accuracy is ( | | still) a matter of geography, by Helge Berger (European Central Bank Working papers 578) | Full text |
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| Do monetary indicators ( | | still) predict euro area inflation?, by Boris Hofmann (Deutsche Bundesbank Discussion Papers 200618) | Full text |
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