ProjectDLO.bib

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@misc{violante_marginal_2021,
		author = {Violante, Gianluca },
	title      = {The {Marginal} {Propensity} to {Consume} in {Macroeconomics}},
	year       = {2021},
	howpublished  = {JJ Laffont Lecture, EEA-ESEM Congress},
}

@article{DostenTest,
title = {Test Title},
author = {David L Osten},
journal = {Journal of Test},
volume = {129},
pages = {104185},
year = {2021},
#issn = {0165-1889},
#doi = {https://doi.org/10.1016/j.jedc.2021.104185},
#url = {https://www.sciencedirect.com/science/article/pii/S0165188921001202},
abstract = {Test}
}

@techreport{Pandemic,
  title={Modeling the consumption response to the CARES Act},
  author={Carroll, Christopher D and Crawley, Edmund and Slacalek, Jiri and White, Matthew N},
  year={2020},
  institution={National Bureau of Economic Research},
  note={Forthcoming, International Journal of Central Banking, March 2021},
  url={https://econ-ark.github.io/Pandemic/},
}


@inbook{BallMoffitt,
author = {Laurence Ball and Robert Moffitt},
title = {Productivity Growth and the Phillips Curve},
BookTitle = {The Roaring Nineties - Can Full Employment be Sustained?},
Chapter = {2},
pages = {61-90},
year  = {2000},
Publisher = {The Russell Sage Foundation},
}


@article{BallMazumder,
author = {Lawrence Ball and Sandeep Mazumder},
title = {A Phillips Curve for the Euro Area},
journal = {International Finance},
number = {246},
pages = {2-17},
year = {2020},
doi = {10.1111/infi.12381},

    abstract = { This paper asks whether a textbook Phillips curve can explain the behavior of core
inflation in the euro area. A critical feature of the analysis is that we measure core
inflation with the weighted median of industry inflation rates, which is less volatile
than the common measure of inflation excluding food and energy prices. We find
that fluctuations in core inflation since the creation of the euro are well explained by
three factors: expected inflation (as measured by surveys of forecasters); the output
gap (as measured by the OECD); and the pass-through of movements in headline
inflation. Our specification resolves the puzzle of a “missing disinflation” after the
Great Recession, and it diminishes the puzzle of a “missing inflation” during the recent
economic recovery. }
}

@article{PenevaRudd,
	author = {Ekaterina V. Peneva and Jeremy B. Rudd},
	title = "{The Passthrough of Labor Costs to Price Inflation}",
	journal = {Finance and Economics Discussion Series},
	volume = {42},
	year = {2015},
	abstract = "{We use a time-varying parameter/stochastic volatility VAR framework to assess how
the passthrough of labor costs to price inflation has evolved over time in U.S. data.
We find little evidence that changes in labor costs have had a material effect on
price inflation in recent years, even for compensation measures where some degree
of passthrough to prices still appears to be present. Our results cast doubt on explanations of recent inflation behavior that appeal to such mechanisms as downward
nominal wage rigidity or a differential contribution of long-term and short-term unemployed workers to wage and price pressures.}",
	}

@article{Heiseetal2020,
	author = {Sebastian Heise and Fatih Karahan and Ayseguel Sahin},
	title = {THE MISSING INFLATION PUZZLE:
THE ROLE OF THE WAGE-PRICE PASS-THROUGH},
	journal = {NBER WORKING PAPER SERIES},
	number = {27663},
	year = {2020}
	abstract = {Price inflation in the U.S. has been sluggish and slow to pick up in the last two decades. We show
that this missing inflation can be traced to a growing disconnect between unemployment and core
goods inflation. We exploit rich industry-level data to show that weakening pass-through from
wages to prices in the goods-producing sector is an important source of the slow inflation pick-up
in the last two decades. We set up a theoretical framework where markups and pass-through are a
function of firms' market shares and show that increased import competition and rising market
concentration reduce pass-through from wages to prices. We then use industry-level data and find
strong support for these two channels consistent with the implications of our model.
	},
}

@article{Mehra2000,
	author = {Yash Mehra},
	title = {Wage-Price Dynamics: Are They Consistent with Cost Push Shocks?},
	journal = {Economic Quarterly},
	volume = {86},
	number = {3},
	year = {2000},
}














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@string{aerpp = {american economic review (papers and proceedings)}}

@string{bell = {bell journal of economics}}

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@string{bpea = {brookings papers on economic activity}}

@string{cr = {carnegie-rochester conference series on public policy}}

@string{crcs = {carnegie-rochester conference series on public policy}}

@string{eer = {european economic review}}

@string{el = {economics letters}}

@string{ema = {econometrica}}

@string{games = {games and economic behavior}}

@string{jbes = {journal of business and economic statistics}}

@string{je = {journal of econometrics}}

@string{jedc = {journal of economic dynamics and control}}

@string{jel = {journal of economic literature}}

@string{jep = {journal of economic perspectives}}

@string{jet = {journal of economic theory}}

@string{jf = {journal of finance}}

@string{jfe = {journal of financial economics}}

@string{jhr = {journal of human resources}}

@string{jle = {journal of law and economics}}

@string{jmcb = {journal of money, credit, and banking}}

@string{jme = {journal of monetary economics}}

@string{jmetrics = {journal of econometrics}}

@string{jole = {journal of labor economics}}

@string{jpe = {journal of political economy}}

@string{jpube = {journal of public economics}}

@string{md = {macroeconomic dynamics}}

@string{mlr = {monthly labor review}}

@string{nberma = {n.b.e.r. macroeconomics annual}}

@string{nberwp = {national bureau of economic research working paper}}

@string{qje = {quarterly journal of economics}}

@string{rand = {rand journal of economics}}

@string{restat = {review of economics and statistics}}

@string{restud = {review of economic studies}}

@string{rfs = {review of financial studies}}

@string{rje = {rand journal of economics}}