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How much persistence should sticky-price models...
Journal article

How much persistence should sticky-price models generate to match US data?

Abstract

A number of recent papers find that sticky-price models fail to explain the persistence of output and inflation. We argue that this failure is partially attributable to low frequency fluctuations present in US data, but absent from sticky-price models.

Authors

Boileau M; Letendre M-A

Journal

Economics Letters, Vol. 78, No. 3, pp. 335–342

Publisher

Elsevier

Publication Date

3 2003

DOI

10.1016/s0165-1765(02)00264-1

ISSN

0165-1765