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Breaks in the Phillips Curve : Evidence from Panel Data

Wright, Jonathan H.; Smith, Simon C.; Timmermann, Allan - 2023

We revisit time-variation in the Phillips curve, applying new Bayesian panel methods with breakpoints to US and European Union disaggregate data. Our approach allows us to accurately estimate both the number and timing of breaks in the Phillips curve. It further allows us to determine the...

Persistent link: https://www.econbiz.de/10014354910

Breaks in the Phillips Curve : Evidence from Panel Data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - 2023

Persistent link: https://www.econbiz.de/10014358187

Equity premium estimates from economic fundamentals under structural breaks

Smith, Simon C. - In: International review of financial analysis 52 (2017), pp. 49-61

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Variable selection in panel models with breaks

Smith, Simon C.; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 212 (2019) 1, pp. 323-344

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Have risk premia vanished?

Smith, Simon C.; Timmermann, Allan - 2021

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Equity premium forecasts with an unknown number of structural breaks

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Time-variation, multiple testing, and the factor zoo

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Structural breaks in grouped heterogeneity

Smith, Simon C. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 752-764

Persistent link: https://www.econbiz.de/10014448432

Breaks in the Phillips Curve : Evidence from Panel Data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - National Bureau of Economic Research - 2023

Persistent link: https://www.econbiz.de/10014250170

Breaks in the Phillips curve : evidence from panel data

Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - 2023 - Draft: March 25, 2023

Persistent link: https://www.econbiz.de/10014284088