Aksoy, Y., Orphanides, A., Small, D., Wieland, V. and Wilcox, D. (2006) A Quantitative Exploration of the Opportunistic Approach to Disinflation, Journal of Monetary Economics, 53 (8), 1877-1893.
Altissimo, F., Ehrmann, M. and Smets, F. (2006) Inflation Persistence and Price-Setting Behaviour in the Euro Area. A Summary of the Inflation Persistence Network Evidenceâ€, European Central Bank, Occasional Paper n 46, June.
Andrews, D.W.K. and Chen, H.Y. (1994) Approximately Median-Unbiased Estimation of Autoregressive Models, Journal of Business and Economic Statistics, 12 (2), 187-204.
Angeloni, I., Aucremanne, L., Ehrmann, M., GalÃ, J., Levin, A. and Smets, F. (2006) New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modeling, Journal of the European Economic Association, 4 (2-3), 562-574.
Bai, J., and Ng, S. (2004a) A PANIC Attack on Unit Roots and Cointegration, Econometrica, 72 (4), 1127–77.
- Bai, J., and Ng, S. (2004b) A New Look at Panel Testing of Stationarity and the PPP Hypothesis, in Andrews, D.W and Stock, J. (Eds.) Identification and Inference in Econometric Models: Essays in Honor of Thomas J. Rothemberg, Cambridge University Press, Cambridge, 426-450.
Paper not yet in RePEc: Add citation now
- Basawa, I.V., Mallik, A.K., McCormick, W.P., Reeves, J.H. and Taylor, R.L. (1991) Bootstrapping Unstable First-order Autoregressive Processes, Annals of Statistics, 19 (2), 998-1101.
Paper not yet in RePEc: Add citation now
Blanchard, O.J. (1987) Aggregate and Individual Price Adjustment, Brookings Papers on Economic Activity, 1, 57-109.
Blanchard, O.J. and Summers, L. (1986) Hysteresis and the European Unemployment Problem, NBER Macroeconomics Annual 1986, 15-78.
Byers, J.D. and Peel, D.A. (2000) Non-linear Dynamics of Inflation in High Inflation Economies, Manchester School, 68 (3), 23-37.
- Caraballo, M.A. and Usabiaga, C. (2009a) Análisis Desagregado de la Inflación Española y Andaluza, Instituto de EstadÃstica de AndalucÃa, Sevilla.
Paper not yet in RePEc: Add citation now
- Caraballo, M.A. and Usabiaga, C. (2009b) Testing Nominal Rigidities in an Integrated Economy: An Application to Spain, in Marques, H., Souzakis, E. and Cerqueira, P. (Eds.) Integration and Globalization. Challenges for Developed and Developing Countries, Edward Elgar, Chentelham, 43-62.
Paper not yet in RePEc: Add citation now
Caraballo, M.A. and Usabiaga, C. (2009c) The Relevance of Supply Shocks for Inflation: The Spanish Case, Applied Economics, 41 (6), 753-764.
Cheung Y.W. and Lai K.S. (2000) On the Purchasing Power Parity Puzzle, Journal of International Economics, 52 (2), 321-330.
- De Jong, J.Y., Nankervis, J.C., Savin, N.E. and Whiteman, C.H. (1992) The Power Problems of Unit Root Tests in Time Series with Autoregressive Errors, Journal of Econometrics, 53 (1-3), 323-343.
Paper not yet in RePEc: Add citation now
Dhyne, E., lvarez, L.J., Le Bihan, H., Veronese, G., Dias, D., Hoffmann, J., Jonker, N., Lünnemann, P., Rumler, F. and Vilmunen, J. (2006) Price Setting in the Euro Area and the United States: Some Facts from Individual Consumer Price Data, Journal of Economic Perspectives, 20 (2), 171-192.
- Dickey, D.A. and Fuller, W.A. (1979) Distribution of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association, 74 (366), 427-431.
Paper not yet in RePEc: Add citation now
Elliot, G., Rothenberg, T. and Stock, J.H. (1996) Efficient Tests of an Autoregressive Unit Root, Econometrica, 64 (4), 813-839.
Estrada, A. and López-Salido, J.D. (2004) Understanding Spanish Dual Inflation, Investigaciones Económicas, 28 (1), 123-140.
Fabiani, S., Druant, M., Hernando, I., Kwapil, C., Landau, B., Loupias, C., Martins, F., Mathä, T., Sabbatini, R., Stahl, H. and Stokman, A. (2006) What Firms’ Surveys Tell About Price Setting Behavior in the Euro Area, International Journal of Central Banking, 2 (3), 3-47.
Fernández-Amador, O., Baumgartner, J. and Crespo-Cuaresma, J. (2010) Milking the Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria, WIFO Working Papers, n 378.
Frey, G. and Manera, M. (2007) Econometric Models of Asymmetric Price Transmission, Journal of Economic Surveys, 21 (2), 349-415.
GalÃ, J. and Gertler, M. (1999) Inflation Dynamics: A Structural Econometric Approach, Journal of Monetary Economics, 44 (2), 195-222.
- GalÃ, J. and López-Salido, J.D. (2001) Una Nueva Curva de Phillips para España, Moneda y Crédito, 212, 265-310.
Paper not yet in RePEc: Add citation now
Gaspar, V., Levin, A., Martins, F. and Smets, F. (2007) Evidence from Surveys of Price-Setting Managers: Policy Lessons and Directions for Ongoing Research, CEPR, Discussion Paper n 6227, March.
Gordon, R.J. (2011) The History of the Phillips Curve: Consensus and Bifurcation, Economica, 78 (309), 10-50.
Gospodinov, N. (2004) Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes, Econometrics Journal, 7 (2), 505-527.
Hansen, B.E. (1999) The Grid Bootstrap and the Autoregressive Model, Review of Economics and Statistics, 81 (4), 594–607.
Inoue, A. and Kilian, L. (2002) Bootstrapping Autoregressive Processes with Possible Unit Roots, Econometrica, 70 (1), 377-391.
Kapetanios, G., Shin, Y. and Snell, A. (2003) Testing for a Unit Root in the Nonlinear STAR Framework, Journal of Econometrics, 112 (2), 359-379.
Mankiw, N.G. and Reis, R. (2002) Sticky Information Versus Sticky Prices: A Proposal To Replace The New Keynesian Phillips Curve, The Quarterly Journal of Economics, 117 (4), 1295-1328.
Micro PPI Data, Managerial and Decision Economics, 31 (2-3), 105-121. lvarez, L.J., Dhyne, E., Hoeberichts, M.M., Kwapil, C., Le Bihan, H., Lünnemann, P., Martins, F., Sabbatini, R., Stahl, H., Vermeulen, P. and Vilmunen, J. (2006) Sticky Prices in the Euro Area: A Summary of New Micro Evidence, Journal of the European Economic Association, 4 (2-3), 575-584.
Ng, S. and Perron, P. (2001) Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power, Econometrica, 69 (6), 1519-1554.
Nobay, B., Paya, I. and Peel, D.A. (2007) Inflation Dynamics in the U.S. – A Nonlinear Perspective, Financial Markets Group, Discussion Paper n 601.
Orphanides, A. and Wilcox, D. (2002) The Opportunistic Approach to Disinflation, International Finance, 5 (1), 47-71.
Perron, P. and Ng, S. (1996) Useful Modifications to Some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties, Review of Economic Studies, 63 (3), 435-463.
Perron, P. and Qu, Z. (2007) A Simple Modification to Improve Finite-Sample Properties of Ng and Perron’s Unit Root Tests, Economics Letters, 94 (1), 12-19.
Phillips Curve, Economics: The Open-Access, Open-Assessment E-Journal, 2 (19). lvarez, L.J. and Burriel, P. (2010) Is Calvo Price Setting Model Consistent with Micro Price Data?, Banco de España, Documento de Trabajo n 1010.
- Phillips, P.C.B. and Perron, P. (1988) Testing for Unit Roots in Time Series, Biometrika, 75 (2), 335-346.
Paper not yet in RePEc: Add citation now
Pippenger, M.K. and Goering, G. (1993) A Note on the Empirical Power of Unit Root Tests Under Threshold Processes, Oxford Bulletin of Economics and Statistics, 55 (4), 473-481.
Price Micro-Data, Economic Modelling, 23 (4), 699-716. Andrews, D.W.K. (1993). Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models, Econometrica, 61 (1), 139-165.
Restoy, F., Vallés, J. and López-Salido, J.D. (2005) Inflation Differentials in EMU: The Spanish Case, Moneda y Crédito, 220, 55-104.
Romero-vila, D. and Usabiaga, C. (2009) The Hypothesis of a Unit Root in OECD Inflation Revisited, Journal of Economics and Business, 61 (2), 153-161.
Romero-vila, D. y Usabiaga, C. (2008) On the Persistence of Spanish Unemployment Rates, Empirical Economics, 35 (1), 77-99.
Sargan, J.D. and Bhargava, A. (1983) Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk, Econometrica, 51 (1), 153-174.
- Stock, J. (1999) A Class of Tests for Integration and Cointegration, in McFadden, D.L. and Engle, R.F. (Eds.) Cointegration, Causality and Forecasting: A Festschrift in Honor of Clive W.J.
Paper not yet in RePEc: Add citation now