Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics? (AER 2006)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jeremy Rudd, Karl Whelan Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics? AER 2006 1 303 - 320 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Generalized method of moments (GMM), Vector autoregression (VAR) Macro, Time series macroeconomic aggregates from the Bureau of Labor Statistics and other government sources USA RATS

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/000282806776157560 IDEAS: a/aea/aecrev/v96y2006i1p303-320.html EconPapers: RePEc:aea:aecrev:v:96:y:2006:i:1:p:303-320


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