Access Statistics for Edward S. Knotek, II

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of two rigidities: sticky prices in a sticky-information environment 0 0 1 96 2 6 19 313
Alternative methods of solving state-dependent pricing models 0 0 0 77 2 12 14 240
Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach 0 0 0 15 1 4 10 50
Average Inflation Targeting and Household Expectations 0 0 0 20 0 8 12 78
Average Inflation Targeting and Household Expectations 0 0 0 21 0 9 16 94
Average Inflation Targeting and Household Expectations 0 0 0 16 0 6 13 47
Consumer Debt Dynamics: Follow the Increasers 0 0 0 20 0 5 11 84
Consumer debt dynamics:follow the increasers 0 0 0 13 0 7 9 60
Convenient prices and price rigidity: cross-sectional evidence 0 0 0 48 0 5 7 183
Convenient prices, currency, and nominal rigidity: theory with evidence from newspaper prices 0 0 0 81 0 4 14 657
Drifting Inflation Targets and Monetary Stagflation 0 0 0 122 1 4 6 100
Drifting inflation targets and stagflation 0 0 2 58 0 2 8 197
Estimates of Cost-Price Passthrough from Business Survey Data 0 0 0 0 2 12 21 30
Estimates of Cost-Price Passthrough from Business Survey Data 0 0 0 10 3 5 11 33
Estimates of Cost-Price Passthrough from Business Survey Data 0 0 0 4 1 7 12 23
Estimates of Cost-Price Passthrough from Business Survey Data 0 0 0 0 2 6 9 23
Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting 0 0 0 134 1 6 14 316
Forecasting GDP Growth with NIPA Aggregates 0 0 0 59 0 2 6 86
Greater Than the Sum of Its Parts: Aggregate vs. Aggregated Inflation Expectations 0 0 0 6 1 4 11 28
Greater Than the Sum of the Parts: Aggregate vs. Aggregated Inflation Expectations 0 0 0 13 3 12 22 54
How Businesses Set Prices—In Their Own Words 0 4 10 10 0 7 12 12
How Do Firms Adjust Prices in a High Inflation Environment? 0 1 5 21 1 9 21 43
Indirect Consumer Inflation Expectations: Theory and Evidence 0 0 1 14 0 3 8 28
Low Pass-Through from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation 0 0 4 7 2 4 22 28
Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation 0 0 1 26 1 5 20 68
Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation 0 0 1 4 0 3 8 16
Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques 0 0 0 103 5 20 21 337
Nowcasting Inflation 0 2 5 28 5 15 32 48
Nowcasting U.S. Headline and Core Inflation 0 0 2 55 8 20 36 308
Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach 0 0 0 36 1 5 11 57
Real-time density nowcasts of US inflation: a model-combination approach 0 0 0 8 0 4 9 29
Regime changes and monetary stagflation 0 0 0 87 0 4 7 270
The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 17 2 6 17 45
The Effects of Interest Rate Increases on Consumers’ Inflation Expectations: The Roles of Informedness and Compliance 0 0 0 5 0 3 7 20
The Effects of Price Endings on Price Rigidity: Evidence from VAT Changes 0 1 1 20 0 4 9 44
The Roles of Price Points and Menu Costs in Price Rigidity 0 0 0 12 1 29 37 80
The Roles of Price Points and Menu Costs in Price Rigidity 0 0 0 23 5 45 47 168
The roles of price points and menu costs in price rigidity 0 0 1 65 2 19 26 262
Total Working Papers 0 8 34 1,354 52 331 595 4,559

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2013 Annual Report Why Inflation Is Very Low, and Why It Matters 0 0 0 55 0 3 8 158
A Real-Time Assessment of Inflation Nowcasting at the Cleveland Fed 0 1 3 8 17 53 133 168
A Tale of Two Rigidities: Sticky Prices in a Sticky-Information Environment 0 0 0 0 0 2 7 86
A Tale of Two Rigidities: Sticky Prices in a Sticky‐Information Environment 0 0 0 3 0 0 1 9
Achieving maximum long-run growth: an introduction to the 2011 Economic Policy Symposium 0 0 0 7 1 9 12 49
Asymmetric responses of consumer spending to energy prices: A threshold VAR approach 0 0 0 15 1 5 15 74
Average Inflation Targeting and Household Expectations 0 1 7 15 1 7 24 62
Changing Policy Rule Parameters Implied by the Median SEP Paths 0 0 0 1 1 6 9 41
Consumer Inflation Expectations Across Surveys and over Time 0 0 3 3 1 5 12 12
Consumers and COVID-19: A Real-Time Survey 0 0 0 185 1 6 11 466
Consumers and COVID-19: Survey Results on Mask-Wearing Behaviors and Beliefs 0 0 0 73 1 7 12 459
Convenient Prices and Price Rigidity: Cross-Sectional Evidence 0 0 0 22 0 2 7 162
Convenient prices, currency, and nominal rigidity: Theory with evidence from newspaper prices 0 0 6 64 1 8 17 325
Drifting inflation targets and monetary stagflation 0 0 1 35 1 5 7 141
Expected Post-Pandemic Consumption and Scarred Expectations from COVID-19 0 0 0 20 2 3 8 80
Federal Funds Rates Based on Seven Simple Monetary Policy Rules 0 0 5 28 0 6 21 130
Financial nowcasts and their usefulness in macroeconomic forecasting 0 1 1 13 1 5 15 74
Forecasting GDP growth with NIPA aggregates: In search of core GDP 0 0 1 8 2 8 13 57
Have Inflation Dynamics Changed? 0 0 0 13 0 2 6 51
How do households respond to uncertainty shocks? 0 0 2 191 2 5 21 591
How useful is Okun's law? 2 7 35 1,855 20 60 219 6,992
How will unemployment fare following the recession? 0 0 0 123 1 8 31 467
Indirect Consumer Inflation Expectations 0 0 0 9 0 8 18 76
Indirect consumer inflation expectations: Theory and evidence 0 0 3 10 5 9 17 38
Inflation: Drivers and Dynamics 2019 Conference Summary 0 1 1 3 0 3 6 28
Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary 0 0 0 8 1 4 7 37
Inflation: Drivers and Dynamics 2020 Conference Summary 0 0 0 29 0 11 12 92
Inflation: Drivers and Dynamics | 2019 CEBRA Annual Meeting Session Summary 0 0 0 6 0 4 6 38
Macroeconomic challenges: the decade ahead: an introduction to the 2010 Economic Policy Symposium 0 0 0 7 1 4 8 71
Markov-chain approximations of vector autoregressions: Application of general multivariate-normal integration techniques 0 0 0 77 1 5 11 242
Measuring Inflation Forecast Uncertainty 0 0 1 47 1 7 16 120
Nowcasting U.S. Headline and Core Inflation 0 0 4 52 0 7 17 175
On the Relationships between Wages, Prices, and Economic Activity 0 0 0 78 2 10 16 310
Real-time density nowcasts of US inflation: A model combination approach 0 0 0 3 1 3 14 26
The Slowdown in Residential Investment and Future Prospects 0 0 1 8 0 6 9 47
The Survey of Firms’ Inflation Expectations 0 0 1 2 1 7 12 22
The roles of price points and menu costs in price rigidity 0 1 5 5 1 9 28 40
What drives consumer debt dynamics? 0 0 0 30 0 3 8 136
When Might the Federal Funds Rate Lift Off? Computing the Probabilities of Crossing Unemployment and Inflation Thresholds 0 0 0 13 1 5 8 76
Total Journal Articles 2 12 80 3,124 69 320 822 12,228

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Statistics updated 2026-04-09