Changes in the effects of monetary policy on disaggregate price dynamics

DOI10.1016/j.jedc.2012.09.009zbMath1346.91155OpenAlexW1964483262MaRDI QIDQ318366

Haroon Mumtaz, Christiane Baumeister, Philip L.-F. Liu

Publication date: 5 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2012.09.009

zbMATH Keywords

time variationdisaggregate pricesheterogeneous pricing decisionsmonetary transmissionstructural FAVAR

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (3)

Identification of Time-Varying Factor Models ⋮ Oil price forecastability and economic uncertainty ⋮ Impairment of monetary autonomy: case of ``trilemma`` vs. ``duo

Uses Software

• bvarsv

Cites Work

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering
• Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model
• Impulse response analysis in nonlinear multivariate models
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Determining the Number of Factors in Approximate Factor Models
• Time Varying Structural Vector Autoregressions and Monetary Policy

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