Consistent evidence on duration dependence of price changes
Year of publication: |
28 July 2021
|
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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 |
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