Consistent evidence on duration dependence of price changes
Year of publication: |
28 July 2021
|
---|---|
Authors: | Alvarez, Fernando ; Borovičková, Katarína ; Shimer, Robert |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | baseline hazard | Unobserved heterogeneity | Mixed proportional hazard | GMM | stickyprices | nominal rigidities | Statistische Bestandsanalyse | Duration analysis | Preisrigidität | Price stickiness | Nichtparametrische Schätzung | Nonparametric estimation | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Mikroökonometrie | Microeconometrics | Zeitökonomie | Economy of time | Dauer | Duration |
Extent: | 1 Online-Ressource (circa 77 Seiten) Illustrationen |
---|---|
Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP16404 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Chapter 55. Duration Models: Specification, Identification and Multiple Durations
Van Den Berg, Gerard J., (2001)
-
Dynamically assigned treatments : duration models, binary treatment models, and panel data models
Abbring, Jaap H., (2002)
-
Consistent Evidence on Duration Dependence of Price Changes
Alvarez, Fernando, (2021)
- More ...
-
Consistent Evidence on Duration Dependence of Price Changes
Alvarez, Fernando, (2021)
-
Decomposing Duration Dependence in a Stopping Time Model
Alvarez, Fernando, (2016)
-
Decomposing duration dependence in a stopping time model
Alvarez, Fernando, (2024)
- More ...