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Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"

Author

Listed:
  • Yasufumi Gemma

    (Bank of Japan)

  • Takushi Kurozumi

    (Bank of Japan)

  • Mototsugu Shintani

    (University of Tokyo)

Programming Language

Matlab

Abstract

Code and data to replicate the results of the article.

Suggested Citation

  • Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"," Computer Codes 22-126, Review of Economic Dynamics.
    • Handle: RePEc:red:ccodes:22-126
    as

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    Keywords

    Matlab;

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

    Statistics

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