Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach
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DOI: 10.26509/frbc-wp-202234
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- Teles, Pedro & Tristani, Oreste, 2024. "The Monetary Financing of a Large Fiscal Shock," CEPR Discussion Papers 18887, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Sticky Information; Sticky Price; Steady-state Inflation; Inflation Inertia; Bayesian VAR-GMM;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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