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Measuring the slowly evolving trend in US inflation with professional forecasts

Nason, James M.; Smith, Gregor W. - In: Journal of Applied Econometrics 36 (2020) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012273448

Identifying the new Keynesian Phillips curve

Nason, James M.; Smith, Gregor W. - In: Journal of Applied Econometrics 23 (2008) 5, pp. 525-551

Phillips curves are central to discussions of inflation dynamics and monetary policy. The hybrid new Keynesian Phillips curve (NKPC) describes how past inflation, expected future inflation, and a measure of real aggregate demand drive the current inflation rate. This paper studies the...

Persistent link: https://www.econbiz.de/10005252065

Great moderation(s) and US interest rates : unconditional evidence

Nason, James M.; Smith, Gregor W. - In: The B.E. journal of macroeconomics 8 (2008) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010008166

UK inflation dynamics since the thirteenth century

Nason, James Michael; Smith, Gregor W. - In: International economic review 64 (2023) 4, pp. 1595-1614

Persistent link: https://www.econbiz.de/10014436859

Great moderation(s) and US interest rates : unconditional evidence

Nason, James Michael; Smith, Gregor W. - In: The B.E. journal of macroeconomics 8 (2008) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009576199

Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies

DEVEREUX, MICHAEL B.; SMITH, GREGOR W. - In: Journal of Money, Credit and Banking 53 (2021) 2-3, pp. 589-596

Persistent link: https://www.econbiz.de/10012537980

The CCAPM meets Euro-interest rate persistence, 1960-2000

Head, Allen C.; Smith, Gregor W. - In: Journal of International Economics 59 (2003) 2, pp. 349-366

Persistent link: https://www.econbiz.de/10005527372

Consumption and real exchange rates in dynamic economies with non-traded goods

Backus, David K.; Smith, Gregor W. - In: Journal of International Economics 35 (1993) 3-4, pp. 297-316

Persistent link: https://www.econbiz.de/10005540267

Real business-cycle realizations

Smith, Gregor W.; Zin, Stanley E. - In: Carnegie-Rochester Conference Series on Public Policy 47 (1997) 1, pp. 243-280

Persistent link: https://www.econbiz.de/10005429644

Exchange-rate discounting

Smith, Gregor W. - In: Journal of International Money and Finance 14 (1995) 5, pp. 659-666

Persistent link: https://www.econbiz.de/10005402692