The price puzzle: fact or artefact?

Arestis, P., Karoglou, M. and Mouratidis, K. (2013) The price puzzle: fact or artefact? Working Paper. Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

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Authors/Creators:
  • Arestis, P.
  • Karoglou, M.
  • Mouratidis, K.
Copyright, Publisher and Additional Information: The Sheffield Economics Research Paper (SERP) series offers a forum for the research output of the academic staff and research students of the Department of Economics, University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. All papers may be downloaded free on the understanding that the contents are preliminary and therefore permission from the author(s) should be sought before they are referenced.
Keywords: monetary policy; price puzzle; Markov regime-switching; structural VAR;
Dates:
  • Published: 2013
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
Depositing User: Miss Anthea Tucker
Date Deposited: 21 May 2013 09:59
Last Modified: 09 Jun 2014 11:16
Published Version: http://www.shef.ac.uk/economics/research/serps/yea...
Status: Published
Publisher: Department of Economics, University of Sheffield
Identification Number: 2013008

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