Forecasting with the New Keynesian Phillips curve: Evidence from survey data

This paper estimates the New Keynesian Phillips curve for United Kingdom using survey forecasts of inflation. I find that, compared to traditional estimation methods, survey forecasts improve estimates of the New Keynesian Phillips curve and forecasting performance of inflation.

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Year of publication:	2012
Authors:	Jean-Baptiste, Frédo
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 3, p. 811-813
Publisher:	Elsevier
Subject:	Survey forecasts \| Phillips curve \| GMM \| Forecasting models

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Type of publication:	Article
Classification:	C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010594151