Misspecification testing : non-invariance of expectations models of inflation
Year of publication: |
2014
|
---|---|
Authors: | Castle, Jennifer ; Doornik, Jurgen A. ; Hendry, David F. ; Nymoen, Ragnar |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 5/6, p. 553-574
|
Subject: | Expectations | Impulse-indicator saturation | New-Keynesian Phillips curve | Structural breaks | Testing invariance | Phillips-Kurve | Phillips curve | Strukturbruch | Structural break | Inflationserwartung | Inflation expectations | Statistischer Test | Statistical test | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations | Schätzung | Estimation | Momentenmethode | Method of moments | Neoklassische Synthese | Neoclassical synthesis | Theorie | Theory | Inflation |
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