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The New Keynesian Phillips Curve : Lessons from Single-Equation Econometric Estimation
Nason, James Michael - 2012
We review single-equation methods for estimating the hybrid New Keynesian Phillips curve (NKPC) and then apply those methods to U.S. quarterly data for 1955–2007. Estimating the hybrid NKPC by the generalized method of moments yields stable coefficients with a large role for expected future...
Persistent link: https://www.econbiz.de/10013096691
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Estimating linear quadratic models with integrated processes
Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990
Persistent link: https://www.econbiz.de/10000798412
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Method-of-moments measurement of UK business cycles
Smith, Gregor W. - In: Oxford economic papers 48 (1996) 4, pp. 568-583
Persistent link: https://www.econbiz.de/10001209767
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Calibration as estimation
Gregory, Allan W. - In: Econometric reviews 9 (1990) 1, pp. 57-89
Persistent link: https://www.econbiz.de/10001094749
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Deficit sustainability : a simple test
Rudin, Jeremy R.; Smith, Gregor W. - 1991
Persistent link: https://www.econbiz.de/10000826678
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Calibration as estimation
Gregory, Allan W.; Smith, Gregor W. - 1987
Persistent link: https://www.econbiz.de/10003533160
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000829964
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W. - In: Journal of econometrics 71 (1996) 1, pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
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Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research
Cogley, Timothy - In: Journal of economic dynamics & control 19 (1995) 1, pp. 253-278
Persistent link: https://www.econbiz.de/10001172947
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000129433