- — (1999), “Using Nonparametric Methods for Density Estimation with Complex Survey Data,†Ph.D. dissertation in statistics, Arizona State University.
Paper not yet in RePEc: Add citation now
- — (2013), “Price Rigidity: Microeconomic Evidence and Macroeconomic Implications,†Annual Review of Economics, 213, 133–163.
Paper not yet in RePEc: Add citation now
Alvarez, F., Le Bihan, H., and Lippi, F. (2016), “The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach,†American Economic Review, 106, 2817–2851.
Ball, L. and Mankiw, N. G. (1995), “Relative-Price Changes as Aggregate Supply Shocks,†The Quarterly Journal of Economics, 110, 161.
- Bellhouse, D. R. and Stafford, J. E. (1999), “Density Estimation from Complex Surveys,†Statistica Sinica, 9, 407–424.
Paper not yet in RePEc: Add citation now
- Benko, M., Härdle, W., and Kneip, A. (2009), “Common Functional Principal Components, †Annals of Statistics, 37, 1–34.
Paper not yet in RePEc: Add citation now
- Berger, D. and Vavra, J. (2018), “Dynamics of the U.S. Price Distribution,†European Economic Review, 103, 60–82.
Paper not yet in RePEc: Add citation now
- Bils, M. and Klenow, P. J. (2004), “Some Evidence on the Importance of Price Stickiness,†Journal of Political Economy, 112, 947–987.
Paper not yet in RePEc: Add citation now
- Buskirk, T. D. (1998), “Nonparametric Density Estimation Using Complex Survey Data,†in Proceedings of the Survey Research Methods Section, American Statistical Association, Washington, DC, pp. 799–801.
Paper not yet in RePEc: Add citation now
- Buskirk, T. D. and Lohr, S. L. (2005), “Asymptotic Properties of Kernel Density Estimation with Complex Survey Data,†Journal of Statistical Planning and Inference, 128, 165–190.
Paper not yet in RePEc: Add citation now
- Canty, A. J. and Davison, A. C. (1999), “Resampling-Based Variance Estimation for Labour Force Surveys,†The Statistician, 48, 379–391.
Paper not yet in RePEc: Add citation now
- Castro Camilo, D. and de Carvalho, M. (2017), “Spectral Density Regression for Bivariate Extremes,†Stochastic Environmental Research and Risk Assessment, 31, 1603–1613.
Paper not yet in RePEc: Add citation now
Chen, H. A., Levy, D., Ray, S., and Bergen, M. (2008), “Asymmetric Price Adjustment in the Small,†Journal of Monetary Economics, 55, 728–737.
- Chu, B. M., Huynh, K. P., Jacho-ChaÃŒÂvez, D. T., and Kryvtsov, O. (2018), “Supplement to “On the Evoluation of the UK Price Distributionsâ€Â.
Paper not yet in RePEc: Add citation now
- Clews, G., Sanderson, R., and Ralph, J. (2014), “Calculating a Retrospective Superlative Consumer Prices Index for the UK,†Tech. rep., Office for National Statistics.
Paper not yet in RePEc: Add citation now
Debelle, G. and Lamont, O. (1997), “Relative Price Variability and Inflation: Evidence from U.S. Cities,†Journal of Political Economy, 105, 132–152.
Dhyne, E., Alvarez, L., Le Bihan, H., Veronese, G., Dias, D., Hoffmann, J., Jonker, N., Lunnemann, P., Rumler, F., and Vilmunen, J. (2006), “Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data,†Journal of Economic Perspectives, 20, 171–192.
- Diewert, E. W. (2012), “Consumer Price Statistics in the UK,†Tech. rep., Office for National Statistics.
Paper not yet in RePEc: Add citation now
- Duin, R. P. W. (1976), “On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions,†IEEE Transactions on Computers, 25, 1175–1179.
Paper not yet in RePEc: Add citation now
Gagnon, E. (2009), “Price Setting during Low and High Inflation: Evidence from Mexico, †The Quarterly Journal of Economics, 124, 1221–1263.
Huynh, K. P. and Jacho-ChaÃŒÂvez, D. T. (2010), “Firm Size Distributions through the Lens of Functional Principal Components Analysis,†Journal of Applied Econometrics, 25, 1211–1214.
Huynh, K. P., Jacho-ChaÃŒÂvez, D. T., Kryvtsov, O., Shepotylo, O., and Vakhitov, V. (2016), “The Evolution of Firm-Level Distributions for Ukrainian Manufacturing Firms,†Journal of Comparative Economics, 44, 148–162.
Huynh, K. P., Jacho-ChaÃŒÂvez, D. T., Petrunia, R., and Voia, M. (2011), “Functional Principal Component Analysis of Density Families with Categorical and Continuous Data on Canadian Entrant Manufacturing Firms,†Journal of the American Statistical Association, 106, 858–878.
Hyndman, R. J. and Khandakar, Y. (2008), “Automatic Time Series Forecasting: The Forecast Package for R,†Journal of Statistical Software, 27, 1–22.
- Hyndman, R. J., Bashtannyk, D. M., and Grunwald, G. K. (1996), “Estimating and Visualizing Conditional Densities,†Journal of Computational and Graphical Statistics, 5, 315–336.
Paper not yet in RePEc: Add citation now
- Kaplan, G., and Menzio, G. (2015), “The Morphology of Price Dispersion,†International Economic Review, 56, 1165–1206.
Paper not yet in RePEc: Add citation now
Klenow, P. J. and Kryvtsov, O. (2008), “State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?†Quarterly Journal of Economics, 123, 863–904.
Klenow, P. J. and Malin, B. (2010), “Microeconomic Evidence on Price-Setting,†in Handbook of Monetary Economics, ed. Friedman, B. M. and Woodford, M., Elsevier, vol. 3, chap. 6, pp. 231–284.
Kneip, A. and Utikal, K. J. (2001), “Inference for Density Families Using Functional Principal Component Analysis,†Journal of the American Statistical Association, 96, 519–542.
Kryvtsov, O. (2016), “Is There a Quality Bias in the Canadian CPI? Evidence from Microdata,†Canadian Journal of Economics, 49, 1401–1424.
- Kryvtsov, O. and Vincent, N. (2017), “The Cyclicality of Sales and Aggregate Price Flexibility,†Mimeo, February.
Paper not yet in RePEc: Add citation now
Lach, S. and Tsiddon, D. (1992), “The Behavior of Prices and Inflation: An Empirical Analysis of Disaggregated Price Data,†Journal of Political Economy, 100, 349–389.
- Midrigan, V. (2011), “Menu Costs, Multi-Product Firms and Aggregate Fluctuations,†Econometrica, 79, 1139–80.
Paper not yet in RePEc: Add citation now
Nakamura, E. and Steinsson, J. (2008), “Five Facts about Prices: A Reevaluation of Menu Cost Models,†Quarterly Journal of Economics, 123, 1415–1464.
- ONS (2014), Consumer Price Indices Technical Manual, Office for National Statistics, Prices Division, Newport, United Kingdom.
Paper not yet in RePEc: Add citation now
Peterson, B. and Shi, S. (2004), “Money, Price Dispersion and Welfare,†Economic Theory, 24, 907–932.
- Piessens, R., de Doncker-Kapenga, E., Überhuber, C., and Kahaner, D. (1983), Quadpack: A Subroutine Package for Automatic Integration, Springer Series in Computational Mathematics, Berlin: Springer-Verlag.
Paper not yet in RePEc: Add citation now
- Rosenblatt, M. (1956), “A Central Limit Theorem and a Strong Mixing Condition,†Proceedings of the National Academy of Sciences of the USA, 42, 43–47.
Paper not yet in RePEc: Add citation now
Sheremirov, V. (2016), “Price Dispersion and Inflation: New Facts and Theoretical Implications, †Mimeo, January.
- Silverman, B. W. (1986), Density Estimation for Statistics and Data Analysis, London: Chapman and Hall, 1st ed.
Paper not yet in RePEc: Add citation now
- Thorarinsdottir, T. L., Gneiting, T., and Gissibl, N. (2013), “Using Proper Divergence Functions to Evaluate Climate Models,†SIAM/ASA Journal on Uncertainty Quantification, 1, 522–534.
Paper not yet in RePEc: Add citation now
Tran, L. T. (1990), “Kernel Density Estimation on Random Fields,†Journal of Multivariate Analysis, 34, 37–53.
Vavra, J. S. (2013), “Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation,†The Quarterly Journal of Economics, 129, 215–258.