inflation persistence
Measuring inflation persistence: a structural time series approach. NBB Working Paper Nr.70, June 2005
... of inflation in the euro area 2 and the United ...of inflation persistence, structural time series models are particularly suited as in these models a time series can be decomposed into a number of ...
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Intrinsic Inflation Persistence in a Developing Country
... of persistence for core inflation around ...core inflation persistence in the presence of frequent price changes is concerned, it is possible that firms change their prices frequently but ...
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Inflation persistence in BRICS countries: A quantile autoregressive (QAR) model
... the inflation persistence via SARC estimates for the BRICS countries since the QAR model generally allows for certain asymmetric behaviour within a time series, yet retains its computational ...
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Inflation persistence in African countries: Does inflation targeting matter?
... investigates inflation persistence in annual CPI inflation collected between 1994 and 2014 for 46 African ...are inflation targeters or not and conduct estimations for preandpost ...
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"Inflation persistence and price-setting behaviour in the euro area: a summary of the Inflation Persistence Network evidence." NBB Working Paper No. 95, October 2006
... of inflation – for which there is ample statistical ...of inflation persistence considerably, leading to a confirmation of the evidence for the euro area that inflation persistence is ...
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Forecasting and tracking real time data revisions in inflation persistence
... exclusion-from-core inflation persistence ...low inflation measure can be included in other low inflation time periods in order to form more optimal forecasts by combining values that are ...
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Forecasting and Tracking Real Time Data Revisions in Inflation Persistence
... from-core inflation persistence model form optimal forecasts by automatically combining values that are similar in terms of metric distance as opposed to chronological ...low inflation measure can be ...
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Monetary policy transparency and inflation persistence in a small open economy
... of inflation persistence is not an inherent structural characteristic of industrial economies, but rather varies with the stability and transparency of the monetary policy regime (Sargent, 1999; Goodfriend ...
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Inflation persistence and the rationality of inflation expectations
... the inflation rate may be due to the properties of the data series of inflation, which has been reported to exhibit a high degree of ...the inflation rate. Specifically, Gali and Gertler (1999) ...
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Incomplete Price Adjustment and Inflation Persistence
... in inflation re- gardless of the value of c. The response of inflation dies off more gradually as the value of c ...higher inflation, which leads to a decrease in output ...of inflation from ...
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Nonlinear Dynamics in Exchange Rate Pass-Through and Inflation Persistence: The Case of Turkish Economy
... to inflation data for the period ...the inflation persistence, empirical evidence is less ...trend inflation which is related to the inflation persistence embedded in pricing ...
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Asymmetric Behavior of Inflation in Iran: New Evidence on Inflation Persistence Using a Smooth Transition Model
... that inflation persistence is sensitive to changes in the monetary policy ...of inflation and less responsive to inflationary shocks are attributed mainly to better monetary policy and the associated ...
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Inflation persistence in African countries: Does inflation targeting matter?
... investigates inflation persistence in annual CPI inflation collected between 1994 and 2014 for 46 African ...are inflation targeters or not and conduct estimations for pre and post ...
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Inflation persistence in Central and Eastern European countries. Bruegel Working Paper 2013/04, 22 July 2013
... on inflation because of, for example, nominal rigidities, leading to persistent deviations of inflation from its ...the persistence of these shocks and inflation deviations from target plays ...
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A Microfounded Mechanism of Observed Substantial Inflation Persistence
... intrinsic inflation persistence is spurious due to trend ...trend inflation is incorporated into the pure NKPC, its performance on fitting actual inflation data improves ...trend ...
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Inflation persistence: Implications for a monetary union in the Caribbean
... that inflation persistence is likely to be an issue for countries that are highly dependent on natural resources as they are the ones that are likely to be very susceptible to trade ...Moreover ...
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Firm-specific capital, inflation persistence and the sources of business cycles
... Dεσπιτε βεινγ α mορε αππεαλινγ χηοιχε οφ mοδελλινγ χαπιταλ στανδαρδ βυσινεσσ χψχλε mοδελσ ασσυmε τηατ χαπιταλ χαν βε ινσταντλψ ανδ χοστλεσσλψ τρανσφερρεδ αχροσσ …ρmσ ωηιχη ισ εm− πιριχαλ[r] ...
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Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve
... future inflation, whereas past inflation tends to be negatively associated with current output ...between inflation and the output gap – a rise in current inflation is associated with a ...
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Changes in inflation persistence prior and subsequent to the subprime crisis: What are the implications for South Africa?
... adopting inflation targeting frameworks, with the South African Reserve Bank (SARB) having followed pursuit in ...keeping inflation low is not difficult to pinpoint in the literature and the adverse costs ...
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Essays in credibility and the source of inflation persistence
... The purpose is to analyse whether the omission of relative wage for be lack following the an explanation concern can of persistent real effects The money shocks in macromodels with stagg[r] ...
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