Stability of Phillips Curve : Rolling Window Analysis in the Case of Pakistan

This study employs JJ cointegration approach, vector error correction model and rolling window regression method to analysize the Phillips curve hypothesis in the case of Pakistan. The estimation results confirm cointegration between inflation rate and unemployment rate. But the rolling window regression result guides further in the period of 1981 to 1983, 1987, 1991 to 1996 and 2009 the Phillips curve hypothesis unstable in the case of Pakistan

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Year of publication:	2010
Authors:	Hye, Qazi Muhammad Adnan ; Siddiqui, Masood Mashkoor
Publisher:	[S.l.] : SSRN
Subject:	Pakistan \| Phillips-Kurve \| Phillips curve \| Inflation

Extent:	1 Online-Ressource (5 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: World Applied Sciences Journal, Vol. 9, No. 6, pp. 699-703, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2010 erstellt
Classification:	E31 - Price Level; Inflation; Deflation ; E24 - Employment; Unemployment; Wages
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014044830