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Dynamic Hierarchical Factor Models, , and . SSRN eLibrary, (2011)Sectoral price data and models of price setting, , and . Journal of Monetary Economics, 56, Supplement (0): S78 - S99 (2009)Supplement issue: December 12-13, 2008 Research Conference on 'Monetary Policy under Imperfect Information' Sponsored by the Swiss National Bank (http://www.snb.ch) and Study Center Gerzensee (www.szgerzensee.ch).