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Price setting, inflation persistence, monetary policy, EMU
household wealth, wealth channel, asset price, marginal propensity to consume, cost of capital
Inflation dynamics, aggregation and persistence, euro area
coincident indicator, band-pass filter, large-dataset factor models, generalized principal components
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Coincident index, band-pass filter, large dataset factor models, generalized principal components
Currency area, real exchange rate, PPP
Business cycle, dynamic factor model