On the stability of Calvo-style price-setting behavior

DOI10.1016/J.JEDC.2015.05.002zbMath1401.91406OpenAlexW1761495936MaRDI QIDQ1657523

Margarita Zabelina, Stéphane Lhuissier

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2015.05.002

zbMATH Keywords

Bayesian methodmonetary policyDSGE modelsMarkov-switchingnominal rigiditiespolicy-invariant

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Macroeconomic theory (monetary models, models of taxation) (91B64) Special types of economic markets (including Cournot, Bertrand) (91B54)

Uses Software

• bvarsv
• Gensys

Cites Work

• Unnamed Item
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• Dynamic linear models with Markov-switching
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• Sources of macroeconomic fluctuations: A regime-switching DSGE approach
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Using simulation methods for bayesian econometric models: inference, development,and communication
• State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation *
• Bayesian Analysis of DSGE Models
• Time Varying Structural Vector Autoregressions and Monetary Policy

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