Time-varying (S, s) band models: Properties and interpretation

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Time-varying (S, s) band models: Properties and interpretation

A recent strand of empirical work uses (S, s) models with time-varying stochastic bands to describe infrequent adjustments of prices and other variables. The present paper examines some properties of this model, which encompasses most micro-founded adjustment rules rationalizing infrequent changes....

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Bibliographic Details
Main Authors:	Gautier, E., Le Bihan, Herve
Format:	Journal Article
Published:	Elsevier 2011
Online Access:	http://hdl.handle.net/20.500.11937/56127

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