Can aggregation explain the persistence of inflation
By Filippo Altissimo, Benoît Mojon, Paolo Zaffaroni. 2009
115 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/40ff0d3031df64333dccd9016eb8b19aac927e2f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Mark W. Watson
- James H. Stock
- Serena Ng
- Jushan Bai
- Domenico Giannone
- Massimiliano Marcellino
- Gary Koop
- Todd E. Clark
In Finance
- Mark W. Watson
- James H. Stock
- Serena Ng
- Jushan Bai
- Domenico Giannone
- Massimiliano Marcellino
- Gary Koop
- L. Reichlin
Citations in the corpus
- Core Inflation and Trend Inflation (2016, background): “…common factors of multiple inflation series, including Bryan and Cecchetti (1993), Cristadoro et al. (2005), Amstad and Potter (2007), Kiley (2008), Altissimo, Mojon, and Zaffaroni (2009), Boivin, Giannoni, and Mihov (2009), Reis and Watson (2010), and Sbrana, Silvestrini, and Venditti (2015).”
- Crop Supply Dynamics and the Illusion of Partial Adjustment (2014, unknown): “Empirically, this aggregation phenomenon has been used to explain univariate puzzles such as the persistent deviations of real exchange rates from purchasing power parity (Carvalho and Nechio 2011; Imbs et al. 2005) and the persistence of aggregate inflation (Altissimo, Mojon, and Zaffaroni 2009).”