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Time-dependent or state-dependent pricing? Evidence from firms’ response to inflation shocks
(2015-03-25)
This paper proposes a test for distinguishing between time-dependent and state-dependent pricing based on whether the timing of pricing changes is affected by realized or expeted inflation. Using Brazilian data and exploring ...
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2013-06-03)
The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual horizons. The data to be used consists of metal-commodity prices in a monthly frequency ...
Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2013-08-22)
The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity prices at a monthly and quarterly ...
Imperfectly credible disinflation under endogenous time-ependent pricing
(Escola de Pós-Graduação em Economia da FGV, 2005-08-01)
The real effects of an imperfectly credible disinflation depend critically on the extent of price rigidity. Therefore, the study of how policymakers’ credibility affects the outcome of an announced disinflation should not ...