Huw Dixon and Hervé Le Bihan (2011), "Generalised Taylor and Generalised Calvo Price and Wage Setting: Micro-evidence with Macro Implications", Economic Journal, volume 122, issue 560, pages 532-544. Preprint version
The Dynare programme used for the paper. Please be sure to cite the paper if you use the programme. Codes are in Matlab and use the Dynare program to solve models. codes_dixon_lebihan.zip
Huw Dixon (2012), A unified framework for using micro-data to compare dynamic time-dependent price-setting models, BE Journal of Macroeconomics (Contributions), volume 12. Preprint version
Dataset for Huw Dixon (2012): this excel file contains the hazard function, survivor function, cross-sectional distribution DAF and distribution of price-spell durations for the UK estimated from UK CPI data covering 1996-2006 UK_data_for_Dixon_(2012).xlsx
These are the Dynare code for the simple Quantity Theory model used in section 4.1, both for the Generalized Taylor and Generalized Calvo versions Dynare_code_Dixon_2012.zip
Dixon Huw, Kara E (2010): Can we explain inflation persistence in a way that is consistent with the micro-evidence on nominal rigidity, Journal of Money, Credit and Banking, 42, 151-170. Preprint Version
The BK-Calvo distribution as used in Dixon and Kara (2010) BK_Calvo-distribution.xlsx
Dixon and Tian (2012), "What we can learn about the behavior of firms from the average monthly frequency of price-changes: an application to the UK CPI data", Cardiff Economics working paper 2013/01
UK Distributions: this gives the hazard and survivor functions, and the three distributions (age, spell durations and cross-sectional DAF). Dixon_and_Tian_(2012)_UK distributions.xlsx
11 COICOP sectoral distributions. Dixon_and_Tian_2012_Coicop_sectoral_distributions.xlsx
The 570 item frequencies for UK Dixon_and_Tian_570_item_Freq.xlsx
Dixon and Kara (2012), Taking Multi-Sector Dynamic General Equilibrium Models to the Data, Cardiff working paper E2012/8.
KK Calvo Distribution, monthly and quarterly: KK_Calvo_distribution.xlsx
With Julian Rotemberg and Mikael Carlsson at 2009 Workshop, Banque de France.