{"id":"https://openalex.org/W90542542","doi":"https://doi.org/10.2139/ssrn.1972893","title":"Refining Stylized Facts from Factor Models of Inflation","display_name":"Refining Stylized Facts from Factor Models of Inflation","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W90542542","doi":"https://doi.org/10.2139/ssrn.1972893","mag":"90542542"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1972893","doi":"https://doi.org/10.2139/ssrn.1972893","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1972893","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1972893","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5055619897","display_name":"Ferre De Graeve","orcid":"https://orcid.org/0000-0001-5814-9332","observed_orcids":["https://orcid.org/0000-0001-5814-9332"]},"institutions":[{"id":"https://openalex.org/I99464096","display_name":"KU Leuven","ror":"https://ror.org/05f950310","country_code":"BE","type":"education","lineage":["https://openalex.org/I99464096"]}],"countries":["BE"],"is_corresponding":true,"raw_author_name":"Ferre De Graeve","raw_affiliation_strings":["KU Leuven - Center for Economic Studies, Naamsestraat 69, Leuven, B-3000, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"KU Leuven - Center for Economic Studies, Naamsestraat 69, Leuven, B-3000, Belgium","institution_ids":["https://openalex.org/I99464096"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082978226","display_name":"Karl Walentin X","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1307248880","display_name":"Swedish National Bank","ror":"https://ror.org/01n28jn45","country_code":"SE","type":"other","lineage":["https://openalex.org/I1307248880"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Karl Walentin","raw_affiliation_strings":["Sveriges Riksbank, Brunkebergstorg 11, SE-103 37 Stockholm, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sveriges Riksbank, Brunkebergstorg 11, SE-103 37 Stockholm, Sweden","institution_ids":["https://openalex.org/I1307248880"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5055619897"],"corresponding_institution_ids":["https://openalex.org/I99464096"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":11,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.0010999999940395355,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.0006000000284984708,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sectoral-inflation","display_name":"sectoral inflation","score":0.7440000176429749},{"id":"https://openalex.org/keywords/inflation-persistence","display_name":"inflation persistence","score":0.8109999895095825},{"id":"https://openalex.org/keywords/aggregate-shocks","display_name":"aggregate shocks","score":0.6039999723434448},{"id":"https://openalex.org/keywords/sectoral-shocks","display_name":"sectoral shocks","score":0.9179999828338623},{"id":"https://openalex.org/keywords/factor-models","display_name":"factor models","score":0.6800000071525574},{"id":"https://openalex.org/keywords/measurement-error","display_name":"measurement error","score":0.8029999732971191},{"id":"https://openalex.org/keywords/sticky-prices","display_name":"price stickiness","score":0.8849999904632568},{"id":"https://openalex.org/keywords/inflation-volatility","display_name":"inflation volatility","score":0.6309999823570251},{"id":"https://openalex.org/keywords/stylized-facts","display_name":"stylized facts","score":0.6880000233650208},{"id":"https://openalex.org/keywords/sectoral-heterogeneity","display_name":"sectoral heterogeneity","score":0.7990000247955322}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.860356330871582},{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.8043901920318604},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.7728390693664551},{"id":"https://openalex.org/C2781009140","wikidata":"https://www.wikidata.org/wiki/Q7170389","display_name":"Persistence (discontinuity)","level":2,"score":0.7055609822273254},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6755079030990601},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.6137950420379639},{"id":"https://openalex.org/C4679612","wikidata":"https://www.wikidata.org/wiki/Q866298","display_name":"Aggregate (composite)","level":2,"score":0.5160645842552185},{"id":"https://openalex.org/C2776502983","wikidata":"https://www.wikidata.org/wiki/Q690182","display_name":"Contrast (vision)","level":2,"score":0.47080695629119873},{"id":"https://openalex.org/C185782297","wikidata":"https://www.wikidata.org/wiki/Q2142538","display_name":"Relative price","level":2,"score":0.4446544945240021},{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.43608373403549194},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.40111541748046875},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C187320778","wikidata":"https://www.wikidata.org/wiki/Q1349130","display_name":"Geotechnical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C33332235","wikidata":"https://www.wikidata.org/wiki/Q18362","display_name":"Theoretical physics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2139/ssrn.1972893","doi":"https://doi.org/10.2139/ssrn.1972893","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1972893","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:econstor.eu:10419/81908","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10419/81908","pdf_url":"https://www.econstor.eu/bitstream/10419/81908/1/66836954X.pdf","source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"doc-type:workingPaper"},{"id":"mag:90542542","doi":null,"is_oa":false,"landing_page_url":"https://www.bancaditalia.it/pubblicazioni/altri-atti-seminari/2011/paper_walentin.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.1972893","doi":"https://doi.org/10.2139/ssrn.1972893","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1972893","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321104","display_name":"Sveriges Riksbanken","ror":"https://ror.org/01n28jn45"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W1594875714","https://openalex.org/W1694828611","https://openalex.org/W1964483262","https://openalex.org/W1973266492","https://openalex.org/W1991135386","https://openalex.org/W1991516308","https://openalex.org/W2013716224","https://openalex.org/W2036840566","https://openalex.org/W2082839717","https://openalex.org/W2099179612","https://openalex.org/W2107741948","https://openalex.org/W2112062416","https://openalex.org/W2112305118","https://openalex.org/W2123954539","https://openalex.org/W2124091152","https://openalex.org/W2134689202","https://openalex.org/W2136908834","https://openalex.org/W2145902427","https://openalex.org/W2163693971","https://openalex.org/W2171843785","https://openalex.org/W2324282403","https://openalex.org/W2890450911","https://openalex.org/W2891126003","https://openalex.org/W3111554765","https://openalex.org/W3121892980","https://openalex.org/W3122482123","https://openalex.org/W3122581417","https://openalex.org/W3122776829","https://openalex.org/W3124139982","https://openalex.org/W3124167907","https://openalex.org/W3124829599","https://openalex.org/W3125057656","https://openalex.org/W3125290651","https://openalex.org/W3125844270","https://openalex.org/W3125980925","https://openalex.org/W4256642473"],"related_works":["https://openalex.org/W2144386104","https://openalex.org/W3121948903","https://openalex.org/W3124829599","https://openalex.org/W1991516308","https://openalex.org/W4393450632","https://openalex.org/W1561400639","https://openalex.org/W2068185035","https://openalex.org/W3124366478","https://openalex.org/W4409643365","https://openalex.org/W7021222631"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":3}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
