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Relative prices as aggregate supply shocks with trend inflation

Demery, David; Duck, Nigel W. - In: Journal of money, credit and banking : JMCB 40 (2008) 2/3, pp. 389-408

Persistent link: https://www.econbiz.de/10003678924

Relative prices as aggregate supply shocks with trend inflation

Demery, David (contributor); Duck, Nigel W. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003388426

Money, output and prices : an empir. study using long-term cross country data

Duck, Nigel W. - In: European economic review : EER 32 (1988) 8, pp. 1603-1619

Persistent link: https://www.econbiz.de/10001051644

Unanticipated monetary growth, output and the price level U. K. 1946-77

Attfield, C. L. F.; Demery, D.; Duck, N. W. - In: European economic review : EER 16 (1981) 2/3, pp. 367-385

Persistent link: https://www.econbiz.de/10001841590

Inflation illusion and the dividend yield : evidence from the UK

Acker, Daniella; Duck, Nigel W. - In: The European journal of finance 20 (2014) 10/12, pp. 1230-1245

Persistent link: https://www.econbiz.de/10010465887

Inflation illusion and the US dividend yield : some further evidence

Acker, Daniella; Duck, Nigel W. - In: Journal of international money and finance 33 (2013), pp. 235-254

Persistent link: https://www.econbiz.de/10009730725

Relative Prices as Aggregate Supply Shocks with Trend Inflation

Demery, David; Duck, Nigel W. - School of Economics, Finance and Management, University … - 2005

This paper modifies the menu-cost model that Ball and Mankiw (1995) put forward to explain the correlation between the first- and higher-moments of the distribution of US price changes by allowing for non-zero trend inflation. Simulations suggest that even if trend inflation is only mildly...

Persistent link: https://www.econbiz.de/10005135182

Inflation illusion and the US dividend yield: Some further evidence

Acker, Daniella; Duck, Nigel W. - In: Journal of International Money and Finance 33 (2013) C, pp. 235-254

This paper uses Campbell and Vuolteenaho's (2004a,b) procedure to provide evidence on the source of the positive correlation between the US dividend yield and expected inflation. It finds that results derived from the procedure are sensitive to the data period but that Chen and Zhao's (2009)...

Persistent link: https://www.econbiz.de/10010869451