Sophocles Mavroeidis
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Sophocles Mavroeidis, 2010.
"Monetary Policy Rules and Macroeconomic Stability: Some New Evidence,"
American Economic Review, American Economic Association, vol. 100(1), pages 491-503, March.
Mentioned in:
- Monetary Policy Rules and Macroeconomic Stability: Some New Evidence (AER 2010) in ReplicationWiki ()
Working papers
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
School of Economics and Public Policy Working Papers
2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," Working Papers 785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
Cited by:
- Andreas Tryphonides, 2023.
"Online Appendix to "Identifying Preferences when Households are Financially Constrained","
Online Appendices
21-242, Review of Economic Dynamics.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
Working Papers
785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," School of Economics and Public Policy Working Papers 2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
- Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2021.
"Discovering the True Schumpeter - New Insights into the Finance and Growth Nexus,"
CEPR Discussion Papers
16851, C.E.P.R. Discussion Papers.
- Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2022. "Discovering the true Schumpeter: New insights into the finance and growth nexus," W.E.P. - Würzburg Economic Papers 102, University of Würzburg, Department of Economics.
- van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
- Andreas Tryphonides, 2020.
"Identifying Preferences when Households are Financially Constrained,"
Papers
2005.02010, arXiv.org, revised Feb 2023.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- Diana Gabrielyan & Lenno Uusküla, 2022. "Inflation Expectations And Consumption With Machine Learning," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 142, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021. "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, vol. 104(C).
- Nicholas Stern & Joseph E. Stiglitz & Charlotte Taylor, 2021.
"The Economics of Immense Risk, Urgent Action and Radical Change: Towards New Approaches to the Economics of Climate Change,"
NBER Working Papers
28472, National Bureau of Economic Research, Inc.
- Stern, Nicholas & Stiglitz, Joseph & Taylor, Charlotte, 2022. "The economics of immense risk, urgent action and radical change: towards new approaches to the economics of climate change," LSE Research Online Documents on Economics 113702, London School of Economics and Political Science, LSE Library.
- Nicholas Stern & Joseph Stiglitz & Charlotte Taylor, 2022. "The economics of immense risk, urgent action and radical change: towards new approaches to the economics of climate change," Journal of Economic Methodology, Taylor & Francis Journals, vol. 29(3), pages 181-216, July.
- Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022.
"Relative Risk Aversion: A Meta-Analysis,"
EconStor Preprints
260586, ZBW - Leibniz Information Centre for Economics.
- Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe, Center for Open Science.
- Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Malikane, Christopher, 2024. "Traditional output dynamics: A structural perspective," Journal of Macroeconomics, Elsevier, vol. 82(C).
- Colombo, Emilio & Furceri, Davide & Pizzuto, Pietro & Tirelli, Patrizio, 2024.
"Public expenditure multipliers and informality,"
European Economic Review, Elsevier, vol. 164(C).
- Colombo, Emilio & Furceri, Davide & Pizzuto, Pietro & Tirelli, Patrizio, 2024. "Public Expenditure Multipliers and Informality," CEPR Discussion Papers 18747, C.E.P.R. Discussion Papers.
- Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022.
"Cointegration with Occasionally Binding Constraints,"
Papers
2211.09604, arXiv.org, revised Feb 2025.
Cited by:
- James A. Duffy & Sophocles Mavroeidis, 2024. "Common Trends and Long-Run Identification in Nonlinear Structural VARs," Papers 2404.05349, arXiv.org, revised Sep 2024.
- Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis, 2022.
"A Ridge-Regularised Jackknifed Anderson-Rubin Test,"
Papers
2209.03259, arXiv.org, revised Nov 2023.
- Max-Sebastian Dovì & Anders Bredahl Kock & Sophocles Mavroeidis, 2024. "A Ridge-Regularized Jackknifed Anderson-Rubin Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1083-1094, July.
Cited by:
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022.
"Coherence without Rationality at the Zero Lower Bound,"
Papers
2208.02073, arXiv.org, revised Oct 2023.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023. "Coherence without rationality at the zero lower bound," Journal of Economic Theory, Elsevier, vol. 214(C).
Cited by:
- Volha Audzei & Sergey Slobodyan, 2024. "Dynamic Sparse Restricted Perceptions Equilibria," CERGE-EI Working Papers wp792, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Papers
2103.11371, arXiv.org, revised Oct 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Economics Series Working Papers 960, University of Oxford, Department of Economics.
Cited by:
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020.
"A Test for Kronecker Product Structure Covariance Matrix,"
Papers
2010.10961, arXiv.org, revised Jan 2022.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Papers
2103.12779, arXiv.org, revised May 2021.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
Cited by:
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023.
"Coherence without Rationality at the ZLB,"
Working Papers
784, DNB.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023. "Coherence without Rationality at the ZLB," DEM Working Papers Series 212, University of Pavia, Department of Economics and Management.
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023.
"Global impacts of US monetary policy uncertainty shocks,"
Journal of International Economics, Elsevier, vol. 145(C).
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2021. "Global impacts of US monetary policy uncertainty shocks," Working Paper Series 2513, European Central Bank.
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2020. "Global Impacts of US Monetary Policy Uncertainty Shocks," Bank of Lithuania Working Paper Series 84, Bank of Lithuania.
- R. Anton Braun & Daisuke Ikeda, 2021.
"Monetary Policy over the Life Cycle,"
FRB Atlanta Working Paper
2021-20a, Federal Reserve Bank of Atlanta.
- R. Anton Braun & Daisuke Ikeda, 2025. "Monetary Policy Over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 56, April.
- R. Anton Braun & Daisuke Ikeda, 2021. "Monetary Policy over the Lifecycle," IMES Discussion Paper Series 21-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022.
"Dynamic Identification in VARs,"
TSE Working Papers
22-1384, Toulouse School of Economics (TSE).
- Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2024. "Dynamic Identification in VARs," NBER Working Papers 32598, National Bureau of Economic Research, Inc.
- Paul Beaudry & Fabrice Collard & Patrick Feve & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers 22-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Beaudry, Paul & Collard, Fabrice & Feve, Patrick & Guay, Alain & Portier, Franck, 2022. "Dynamic Identification in VARs," CEPR Discussion Papers 17726, C.E.P.R. Discussion Papers.
- Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers hal-03863451, HAL.
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020.
"Testing the effectiveness of unconventional monetary policy in Japan and the United States,"
Papers
2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Bykhovskaya, Anna & Duffy, James A., 2024. "The local to unity dynamic Tobit model," Journal of Econometrics, Elsevier, vol. 241(2).
- Kento Tango & Yoshiyuki Nakazono, 2023.
"Subjective Monetary Policy Shocks,"
TUPD Discussion Papers
34, Graduate School of Economics and Management, Tohoku University.
- Kento Tango & Yoshiyuki Nakazono, 2024. "Subjective Monetary Policy Shocks," TUPD Discussion Papers 48, Graduate School of Economics and Management, Tohoku University.
- Carvalho, Alexandre & Valle e Azevedo, João & Pires Ribeiro, Pedro, 2024.
"Permanent and temporary monetary policy shocks and the dynamics of exchange rates,"
Journal of International Economics, Elsevier, vol. 147(C).
- Alexandre Carvalho & João Valle e Azevedo & Pedro Pires Ribeiro, 2021. "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Working Papers w202117, Banco de Portugal, Economics and Research Department.
- Anna Bykhovskaya & James A. Duffy, 2022. "The Local to Unity Dynamic Tobit Model," Papers 2210.02599, arXiv.org, revised May 2024.
- Arai, Natsuki, 2023.
"The FOMC’s new individual economic projections and macroeconomic theories,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Dubbert, Tore & Kempa, Bernd, 2024. "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, vol. 236(C).
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework,"
Finance and Economics Discussion Series
2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
- Weale, Martin & Wieladek, Tomasz, 2022. "Financial effects of QE and conventional monetary policy compared," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- James A. Duffy & Sophocles Mavroeidis, 2024. "Common Trends and Long-Run Identification in Nonlinear Structural VARs," Papers 2404.05349, arXiv.org, revised Sep 2024.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020.
"A Test for Kronecker Product Structure Covariance Matrix,"
Papers
2010.10961, arXiv.org, revised Jan 2022.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
Cited by:
- He, Yong & Kong, Xinbing & Trapani, Lorenzo & Yu, Long, 2023. "One-way or two-way factor model for matrix sequences?," Journal of Econometrics, Elsevier, vol. 235(2), pages 1981-2004.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Economics Series Working Papers
960, University of Oxford, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
- Guido Ascari & Sophocles Mavroeidis, 2020.
"The unbearable lightness of equilibria in a low interest rate environment,"
Papers
2006.12966, arXiv.org, revised Dec 2021.
- Ascari, Guido & Mavroeidis, Sophocles, 2022. "The unbearable lightness of equilibria in a low interest rate environment," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
Cited by:
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023.
"Coherence without Rationality at the ZLB,"
Working Papers
784, DNB.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2023. "Coherence without Rationality at the ZLB," DEM Working Papers Series 212, University of Pavia, Department of Economics and Management.
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020.
"Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints,"
CEPR Discussion Papers
15388, C.E.P.R. Discussion Papers.
- S. Boragan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," PIER Working Paper Archive 20-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
- Lansing, Kevin J., 2024.
"Replicating business cycles and asset returns with sentiment and low risk aversion,"
Journal of Economic Dynamics and Control, Elsevier, vol. 167(C).
- Kevin J. Lansing, 2021. "Replicating Business Cycles and Asset Returns with Sentiment and Low Risk Aversion," Working Paper Series 2021-02, Federal Reserve Bank of San Francisco.
- Lin, Alessandro & Peruffo, Marcel, 2024.
"Aggregate uncertainty, HANK, and the ZLB,"
Working Paper Series
2911, European Central Bank.
- Alessandro Lin & Marcel Peruffo, 2024. "Aggregate uncertainty, HANK, and the ZLB," Temi di discussione (Economic working papers) 1442, Bank of Italy, Economic Research and International Relations Area.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021.
"Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints","
Online Appendices
20-14, Review of Economic Dynamics.
- S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
- Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers 14/2021, Bank of Finland.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020.
"Testing the effectiveness of unconventional monetary policy in Japan and the United States,"
Papers
2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
Cited by:
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021.
"SVARs With Occasionally-Binding Constraints,"
CEPR Discussion Papers
15923, C.E.P.R. Discussion Papers.
- S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021. "SVARs With Occasionally-Binding Constraints," NBER Working Papers 28571, National Bureau of Economic Research, Inc.
- Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024.
"The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory,"
CESifo Working Paper Series
10930, CESifo.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," Discussion Papers 2405, Centre for Macroeconomics (CFM).
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CAMA Working Papers 2024-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," NBER Working Papers 32098, National Bureau of Economic Research, Inc.
- Francesco Zanetti & Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CIGS Working Paper Series 24-003E, The Canon Institute for Global Studies.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," PIER Working Paper Archive 24-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Bai, Xiwen & Fernández-Villaverde, Jesús & Li, Yiliang & Zanetti, Francesco, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," CEPR Discussion Papers 18785, C.E.P.R. Discussion Papers.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2024. "The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory," Economics Series Working Papers 1033, University of Oxford, Department of Economics.
- R. Anton Braun & Daisuke Ikeda, 2021.
"Monetary Policy over the Life Cycle,"
FRB Atlanta Working Paper
2021-20a, Federal Reserve Bank of Atlanta.
- R. Anton Braun & Daisuke Ikeda, 2025. "Monetary Policy Over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 56, April.
- R. Anton Braun & Daisuke Ikeda, 2021. "Monetary Policy over the Lifecycle," IMES Discussion Paper Series 21-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Gabriel Arce‐Alfaro & Boris Blagov, 2023. "Monetary Policy Uncertainty and Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 70-94, February.
- Swaminathan, Anthony, 2021. "Macroeconomic volatility at the zero lower bound: Evidence from the OECD," Economics Letters, Elsevier, vol. 204(C).
- Firmin Doko Tchatoka & Qazi Haque, 2024.
"Revisiting the Macroeconomic Effects of Monetary Policy Shocks,"
The Economic Record, The Economic Society of Australia, vol. 100(329), pages 234-259, June.
- Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
- Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers 2021-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- R. Anton Braun & Daisuke Ikeda, 2022.
"Why Aging Induces Deflation and Secular Stagnation,"
IMES Discussion Paper Series
22-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- R. Anton Braun & Daisuke Ikeda, 2022. "Why Aging Induces Deflation and Secular Stagnation," FRB Atlanta Working Paper 2022-12, Federal Reserve Bank of Atlanta.
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Leonardo Melosi & Hiroshi Morita & Anna Rogantini Picco & Francesco Zanetti, 2024.
"The Signaling Effects of Fiscal Announcements,"
Discussion Papers
2436, Centre for Macroeconomics (CFM).
- Melosi, Leonardo & Morita, Hiroshi & Rogantini Picco, Anna & Zanetti, Francesco, 2024. "The signaling effects of fiscal announcements," CEPR Discussion Papers 19380, C.E.P.R. Discussion Papers.
- Francesco Zanetti & Leonardo Melosi & Hiroshi Morita & Anna Rogantini Picco, 2024. "The Signaling Effects of Fiscal Announcements," CIGS Working Paper Series 24-017E, The Canon Institute for Global Studies.
- Leonardo Melosi & Hiroshi Morita & Anna Rogantini Picco & Francesco Zanetti, 2024. "The Signaling Effects of Fiscal Announcements," CESifo Working Paper Series 11312, CESifo.
- Melosi, Leonardo & Morita, Hiroshi & Rogantini Picco, Anna & Zanetti, Francesco, 2024. "The Signaling Effects of Fiscal Announcements," The Warwick Economics Research Paper Series (TWERPS) 1512, University of Warwick, Department of Economics.
- Leonardo Melosi & Francesco Zanetti, 2022. "The Signaling Effects of Fiscal Announcements," Working Paper Series WP 2022-38, Federal Reserve Bank of Chicago.
- Leonardo Melosi & Hiroshi Morita & Anna Rogantini Picco & Francesco Zanetti, 2024. "The Signaling Effects of Fiscal Announcements," Economics Series Working Papers 1053, University of Oxford, Department of Economics.
- Leonardo Melosi & Hiroshi Morita & Anna Rogantini Picco & Francesco Zanetti, 2024. "The Signaling Effects of Fiscal Announcements," CAMA Working Papers 2024-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi & Francesco Zanetti, 2025.
"Credit Market Tightness and Zombie Firms: Theory and Evidence,"
CAMA Working Papers
2025-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- HAMANO, Masashige & SCHNATTINGER, Philip & SHINTANI, Mototsugu & UESUGI, Iichiro & ZANETTI, Francesco, 2025. "Credit Market Tightness and Zombie Firms : Theory and Evidence," RCESR Discussion Paper Series DP25-2, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
- Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi & Francesco Zanetti, 2025. "Credit Market Tightness and Zombie Firms: Theory and Evidence," Economics Series Working Papers 1065, University of Oxford, Department of Economics.
- Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi & Francesco Zanetti, 2025. "Credit Market Tightness and Zombie Firms: Theory and Evidence," CESifo Working Paper Series 11640, CESifo.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated".
"Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?,"
Bank of Japan Working Paper Series
16-E-3, Bank of Japan.
- Muto, Ichiro & Sudo, Nao & Yoneyama, Shunichi, 2013. "Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?," Dynare Working Papers 28, CEPREMAP.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, 2023. "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 159-207, February.
- Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Kento Tango & Yoshiyuki Nakazono, 2023.
"Subjective Monetary Policy Shocks,"
TUPD Discussion Papers
34, Graduate School of Economics and Management, Tohoku University.
- Kento Tango & Yoshiyuki Nakazono, 2024. "Subjective Monetary Policy Shocks," TUPD Discussion Papers 48, Graduate School of Economics and Management, Tohoku University.
- M. Casares & H. Khan & Jean-Christophe Poutineau, 2020.
"The extensive margin and US aggregate fluctuations: A quantitative assessment,"
Post-Print
hal-03004552, HAL.
- Casares, Miguel & Khan, Hashmat & Poutineau, Jean-Christophe, 2020. "The extensive margin and US aggregate fluctuations: A quantitative assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
- Clara De Luigi & Martin Feldkircher & Philipp Poyntner & Helene Schuberth, 2023. "Quantitative Easing and Wealth Inequality: The Asset Price Channel," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 638-670, June.
- Francesco Zanetti & Masashige Hamano, 2020.
"Monetary Policy, Firm Heterogeneity, and Product Variety,"
Economics Series Working Papers
917, University of Oxford, Department of Economics.
- Masashige Hamano & Francesco Zanetti, 2020. "Monetary Policy, Firm Heterogeneity, and Product Variety," Working Papers 2005, Waseda University, Faculty of Political Science and Economics.
- Masashige Hamano & Francesco Zanetti, 2020. "Monetary Policy, Firm Heterogeneity, and Product Variety," BCAM Working Papers 2004, Birkbeck Centre for Applied Macroeconomics.
- Masashige Hamano & Francesco Zanetti, 2021. "Monetary policy, firm heterogeneity, and product variety," CAMA Working Papers 2021-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Masashige Hamano & Francesco Zanetti, 2021. "Monetary Policy, Firm Heterogeneity, and Product Variety," Discussion Papers 2102, Centre for Macroeconomics (CFM).
- Hamano, Masashige & Zanetti, Francesco, 2022. "Monetary policy, firm heterogeneity, and product variety," European Economic Review, Elsevier, vol. 144(C).
- Abhishek Kumar & Sushanta Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2023.
"Market Volatility, Monetary Policy and the Term Premium,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 208-237, February.
- Sushanta K Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2017. "Market volatility, monetary policy and the term premium," BIS Working Papers 606, Bank for International Settlements.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019.
"Empirical evidence on the dynamics of investment under uncertainty in the U.S,"
Economics Discussion / Working Papers
19-18, The University of Western Australia, Department of Economics.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021. "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1193-1217, October.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019. "Empirical evidence on the dynamics of investment under uncertainty in the US," CAMA Working Papers 2019-87, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Zanetti & Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi, 2025. "Credit Market Tightness and Zombie Firms: Theory and Evidence," CIGS Working Paper Series 25-005E, The Canon Institute for Global Studies.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Feb 2025.
- Diaz, Elena Maria & Cunado, Juncal & de Gracia, Fernando Perez, 2024. "Global drivers of inflation: The role of supply chain disruptions and commodity price shocks," Economic Modelling, Elsevier, vol. 140(C).
- Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016.
"Robust inference in structural VARs with long-run restrictions,"
ESSEC Working Papers
WP1702, ESSEC Research Center, ESSEC Business School.
Cited by:
- Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya Papineau, 2016.
"Carbon Emissions and Business Cycles,"
NBER Working Papers
22294, National Bureau of Economic Research, Inc.
- Khan, Hashmat & Metaxoglou, Konstantinos & Knittel, Christopher R. & Papineau, Maya, 2019. "Carbon emissions and business cycles," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 1-19.
- Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya M. Papineau, 2015. "Carbon Emissions and Business Cycles," Carleton Economic Papers 15-07, Carleton University, Department of Economics, revised 10 Jan 2019.
- Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
- James H. Stock & Mark W. Watson, 2017. "Twenty Years of Time Series Econometrics in Ten Pictures," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 59-86, Spring.
- Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya Papineau, 2016.
"Carbon Emissions and Business Cycles,"
NBER Working Papers
22294, National Bureau of Economic Research, Inc.
- Malcomson, James & Mavroeidis, Sophocles, 2015.
"Bargaining and Wage Rigidity in a Matching Model for the US,"
IZA Discussion Papers
8806, Institute of Labor Economics (IZA).
- James M. Malcomson & Sophocles Mavroeidis, 2017. "Bargaining and Wage Rigidity in a Matching Model for the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 997-1017, December.
Cited by:
- Matthew Knowles & Mario Lupoli, 2023. "The Nash Wage Elasticity and its Business Cycle Implications," ECONtribute Discussion Papers Series 240, University of Bonn and University of Cologne, Germany.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Scholarly Articles
22795845, Harvard University Department of Economics.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
Cited by:
- George-Marios Angeletos & Chen Lian, 2020. "Confidence and the Propagation of Demand Shocks," NBER Working Papers 27702, National Bureau of Economic Research, Inc.
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017.
"Can we Identify the Fed's Preferences?,"
MPRA Paper
76831, University Library of Munich, Germany.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Can we Identify the Fed's Preferences?," EconStor Preprints 149993, ZBW - Leibniz Information Centre for Economics, revised 2017.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," Working Papers halshs-01549908, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," PSE Working Papers halshs-01549908, HAL.
- Eyster, Erik & Madarász, Kristóf & Michaillat, Pascal, 2020.
"Pricing under fairness concerns,"
LSE Research Online Documents on Economics
106567, London School of Economics and Political Science, LSE Library.
- Erik Eyster & Kristóf Madarász & Pascal Michaillat, 2021. "Pricing Under Fairness Concerns," Journal of the European Economic Association, European Economic Association, vol. 19(3), pages 1853-1898.
- Erik Eyster & Kristof Madarasz & Pascal Michaillat, 2019. "Pricing under Fairness Concerns," Papers 1904.05656, arXiv.org, revised Aug 2020.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021.
"Imperfect Credibility versus No Credibility of Optimal Monetary Policy,"
Post-Print
halshs-03029892, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," PSE-Ecole d'économie de Paris (Postprint) halshs-03029892, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2021. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," MPRA Paper 104516, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Papers 2012.02662, arXiv.org.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," PSE Working Papers halshs-01849864, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Working Papers halshs-01849864, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Imperfect Credibility versus No Credibility of Optimal Monetary Policy," Revue économique, Presses de Sciences-Po, vol. 72(1), pages 43-63.
- Siena Daniele, & Zago Riccardo., 2021. "Job Polarization and the Flattening of the Price Phillips Curve," Working papers 819, Banque de France.
- Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024.
"Has the Phillips curve flattened?,"
French Stata Users' Group Meetings 2024
22, Stata Users Group.
- Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024. "Has the Phillips Curve Flattened?," CEPR Discussion Papers 18846, C.E.P.R. Discussion Papers.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020.
"What’s up with the Phillips Curve?,"
Working Paper Series
2435, European Central Bank.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s Up with the Phillips Curve?," Liberty Street Economics 20200918a, Federal Reserve Bank of New York.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Michael McLeay & Silvana Tenreyro, 2018.
"Optimal Inflation and the Identification of the Phillips Curve,"
Discussion Papers
1815, Centre for Macroeconomics (CFM).
- Tenreyro, Silvana & McLeay, Michael, 2018. "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers 12981, C.E.P.R. Discussion Papers.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
- Michael McLeay & Silvana Tenreyro, 2020. "Optimal Inflation and the Identification of the Phillips Curve," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
- McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal inflation and the identification of the Phillips Curve," LSE Research Online Documents on Economics 90373, London School of Economics and Political Science, LSE Library.
- McLeay, Michael & Tenreyro, Silvana, 2020. "Optimal inflation and the identification of the Phillips curve," LSE Research Online Documents on Economics 103080, London School of Economics and Political Science, LSE Library.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 199-255, National Bureau of Economic Research, Inc.
- Atahan Afsar; José Elías Gallegos; Richard Jaimes; Edgar Silgado Gómez & José Elías Gallegos & Richard Jaimes & Edgar Silgado Gómez, 2020. "Reconciling Empirics and Theory: The Behavioral Hybrid New Keynesian Model," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-41, December.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Tino Berger & Gerdie Everaert & Hauke Vierke, 2015.
"Testing for time variation in an unobserved components model for the U.S. economy,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
15/903, Ghent University, Faculty of Economics and Business Administration.
- Berger, Tino & Everaert, Gerdie & Vierke, Hauke, 2016. "Testing for time variation in an unobserved components model for the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 179-208.
- Thórarinn G. Pétursson, 2022.
"Long‐term inflation expectations and inflation dynamics,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 158-174, January.
- Thórarinn G. Pétursson, 2019. "Long-term inflation expectations and inflation dynamics," Economics wp81, Department of Economics, Central bank of Iceland.
- Bill Russell & Dooruj Rambaccussing, 2019. "Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve," Empirical Economics, Springer, vol. 56(5), pages 1455-1475, May.
- Brent Bundick & Andrew Lee Smith, 2020. "Did the Federal Reserve Break the Phillips Curve? Theory and Evidence of Anchoring Inflation Expectations," Research Working Paper RWP 20-11, Federal Reserve Bank of Kansas City.
- Frédérique Bec & Patrick Kanda, 2019. "Is inflation driven by survey-based, VAR-based or myopic expectations?," Working Papers hal-02175836, HAL.
- Makram El-Shagi & Kiril Tochkov, 2023.
"Regional Heterogeneity and the Provinicial Phillips Curve in China,"
CFDS Discussion Paper Series
2023/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2024. "Regional heterogeneity and the provincial Phillips curve in China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1036-1044.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Ferrara, Gerardo & Jurkatis, Simon, 2021.
"Non-standard errors,"
Bank of England working papers
955, Bank of England.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018.
"National natural rates of interest and the single monetary policy in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- S. Fries & J.-S. M sonnier & S. Mouabbi & J.-P. Renne, 2016. "National natural rates of interest and the single monetary policy in the Euro Area," Working papers 611, Banque de France.
- Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015. "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers 755, Queen Mary University of London, School of Economics and Finance.
- George-Marios Angeletos, 2018.
"Frictional Coordination,"
Journal of the European Economic Association, European Economic Association, vol. 16(3), pages 563-603.
- George-Marios Angeletos, 2017. "Frictional Coordination," NBER Working Papers 24178, National Bureau of Economic Research, Inc.
- Behera, Harendra Kumar & Patra, Michael Debabrata, 2022. "Measuring trend inflation in India," Journal of Asian Economics, Elsevier, vol. 80(C).
- Jean-Bernard Chatelain & Kirsten Ralf, 2019.
"Ramsey Optimal Policy in the New-Keynesian Model with Public Debt,"
Working Papers
halshs-02278781, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2020. "Ramsey Optimal Policy in the New-Keynesian Model with Public Debt," MPRA Paper 104536, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Ramsey Optimal Policy in the New-Keynesian Model with Public Debt," PSE Working Papers halshs-02278781, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2022. "Ramsey Optimal Policy in theNew-Keynesian Model with Public Debt," PSE-Ecole d'économie de Paris (Postprint) halshs-03029890, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2022. "Ramsey Optimal Policy in theNew-Keynesian Model with Public Debt," Post-Print halshs-03029890, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2022. "Ramsey Optimal Policy In The New-Keynesian Model With Public Debt," Macroeconomic Dynamics, Cambridge University Press, vol. 26(6), pages 1588-1614, September.
- Dellas, Harris & Collard, Fabrice & Angeletos, George-Marios, 2015.
"Quantifying Confidence,"
CEPR Discussion Papers
10463, C.E.P.R. Discussion Papers.
- George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2014. "Quantifying Confidence," NBER Working Papers 20807, National Bureau of Economic Research, Inc.
- George‐Marios Angeletos & Fabrice Collard & Harris Dellas, 2018. "Quantifying Confidence," Econometrica, Econometric Society, vol. 86(5), pages 1689-1726, September.
- Cornand, Camille & Hubert, Paul, 2020.
"On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Camille Cornand & Paul Hubert, 2019. "On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations," Working Papers hal-03403259, HAL.
- Camille Cornand & Paul Hubert, 2020. "On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations," Post-Print halshs-01890770, HAL.
- Camille Cornand & Paul Hubert, 2019. "On the external validity of experimental inflation forecasts : a comparison with five categories of field expectations," Documents de Travail de l'OFCE 2019-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Camille Cornand & Paul Hubert, 2020. "On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations," SciencePo Working papers Main halshs-01890770, HAL.
- Camille Cornand & Paul Hubert, 2018. "On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations," Working Papers 1821, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Camille Cornand & Paul Hubert, 2019. "On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations," SciencePo Working papers Main hal-03403259, HAL.
- Reichold, Karsten & Wagner, Martin & Damjanovic, Milan & Drenkovska, Marija, 2022. "Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States," IHS Working Paper Series 40, Institute for Advanced Studies.
- Yingying XU & Zhixin LIU & Jaime ORTIZ, 2018. "Actual and Expected Inflation in the U.S.: A Time-Frequency View," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 42-62, December.
- Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022.
"“Density forecasts of inflation using Gaussian process regression models”,"
AQR Working Papers
202207, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2022.
- Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. ""Density forecasts of inflation using Gaussian process regression models"," IREA Working Papers 202210, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
- Geert Mesters & Régis Barnichon, 2019.
"The Phillips Multiplier,"
Working Papers
1070, Barcelona School of Economics.
- Barnichon, Regis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020.
"A Model of the Fed's View on Inflation,"
Papers
2006.14110, arXiv.org.
- Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
- Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
- Bec, Frédérique & Kanda, Patrick, 2020. "Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Kohlscheen, Emanuel & Moessner, Richhild, 2022.
"Globalisation and the slope of the Phillips curve,"
Economics Letters, Elsevier, vol. 216(C).
- Emanuel Kohlscheen & Richhild Moessner, 2021. "Globalisation and the Slope of the Phillips Curve," CESifo Working Paper Series 9383, CESifo.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023.
"Non-Standard Errors,"
TSE Working Papers
23-1451, Toulouse School of Economics (TSE).
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Özer Karagedikli & Dr John McDermott, 2016.
"Inflation expectations and low inflation in New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/09, Reserve Bank of New Zealand.
- Özer Karagedikli & C. John McDermott, 2018. "Inflation expectations and low inflation in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(3), pages 277-288, September.
- Szafranek, Karol, 2017.
"Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy,"
Economic Modelling, Elsevier, vol. 63(C), pages 334-348.
- Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017.
"Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy,"
EconStor Preprints
158001, ZBW - Leibniz Information Centre for Economics.
- Jean-Bernard, Chatelain & Kirsten, Ralf, 2017. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," MPRA Paper 79244, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Papers 2002.07479, arXiv.org.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," PSE-Ecole d'économie de Paris (Postprint) hal-01527872, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Post-Print hal-01527872, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," Working Papers halshs-01549929, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," PSE Working Papers halshs-01549929, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2021. "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2204-2236, December.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2018.
"Publish and Perish: Creative Destruction and Macroeconomic Theory,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print hal-01465858, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," MPRA Paper 76825, University Library of Munich, Germany.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Papers 1908.10680, arXiv.org.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint) hal-01465858, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - Leibniz Information Centre for Economics.
- Ray C. Fair, 2024. "Inflation expectations, price equations, and Fed effects," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 59(4), pages 211-219, October.
- Jaqueson K. Galimberti, 2020.
"Information weighting under least squares adaptive learning,"
Working Papers
2020-04, Auckland University of Technology, Department of Economics.
- Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
- Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson K. Galimberti, 2020. "Information weighting under least squares learning," CAMA Working Papers 2020-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ooft, Gavin & Bhaghoe, Sailesh & Hans Franses, Philip, 2021.
"Forecasting annual inflation in Suriname,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Ooft, G. & Bhaghoe, S. & Franses, Ph.H.B.F., 2019. "Forecasting Annual Inflation in Suriname," Econometric Institute Research Papers EI2019-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Camille Cornand & Paul Hubert, 2020.
"On the external validity of experimental inflation forecasts,"
SciencePo Working papers Main
hal-02894262, HAL.
- Camille Cornand & Paul Hubert, 2020. "On the external validity of experimental inflation forecasts," Post-Print hal-02894262, HAL.
- Barros, Geraldo Sant’Ana de Camargo & Carrara, Aniela Fagundes & Castro, Nicole Rennó & Silva, Adriana Ferreira, 2022. "Agriculture and inflation: Expected and unexpected shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 178-188.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023.
"Inflation expectations and nonlinearities in the Phillips curve,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 453-471, June.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2017. "Inflation expectations and nonlinearities in the Phillips curve," Working Papers 17-11, Federal Reserve Bank of Boston.
- Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2018. "Inflation Expectations and Nonlinearities in the Phillips Curve," School of Economics Discussion Papers 1018, School of Economics, University of Surrey.
- Melnick, Rafi & Strohsal, Till, 2016. "Disinflation and the Phillips Curve: Israel 1986-2015," SFB 649 Discussion Papers 2016-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Siklos, Pierre, 2017.
"What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors,"
LCERPA Working Papers
0098, Laurier Centre for Economic Research and Policy Analysis, revised 01 Apr 2017.
- Pierre L. Siklos, 2017. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2017-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos, 2018. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2018-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zineddine Alla, 2017. "Optimal policies in international macroeconomics [Politiques optimales en macroéconomie internationale]," SciencePo Working papers Main tel-03436551, HAL.
- Clements, Michael P., 2024. "Do professional forecasters believe in the Phillips curve?," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1238-1254.
- Yuichi Kichikawa & Hiroshi Iyetomi & Hideaki Aoyama & Yoshi Fujiwara & Hiroshi Yoshikawa, 2020. "Interindustry linkages of prices—Analysis of Japan’s deflation," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-26, February.
- Boneva, Lena & CLoyne, James & Weale, Martin & Wieladek, Tomasz, 2016. "Firms’ expectations and price-setting: evidence from micro data," Discussion Papers 48, Monetary Policy Committee Unit, Bank of England.
- Christian Gillitzer, 2016. "The Sticky Information Phillips Curve: Evidence for Australia," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 548-567, December.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
Working Papers
785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," School of Economics and Public Policy Working Papers 2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
- Álvarez, Luis J. & Correa-López, Mónica, 2020.
"Inflation expectations in euro area Phillips curves,"
Economics Letters, Elsevier, vol. 195(C).
- Luis J. Álvarez & Mónica Correa-López, 2020. "Inflation expectations in euro area Phillips curves," Occasional Papers 2018, Banco de España.
- Toshihiro Okada, 2017. "Time to Innovate and Aggregate Fluctuations: a New Keynesian Model with Endogenous Technology," Discussion Paper Series 154, School of Economics, Kwansei Gakuin University, revised Dec 2018.
- Mayes, David G. & Paloviita, Maritta & Virén, Matti, 2016.
"EMU and the Anchoring of Inflation Expectations,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(4), pages 341-364.
- Mayes David & Paloviita Maritta & Viren Matti, 2015. "The EMU and the anchoring of inflation expectations?," Discussion Papers 103, Aboa Centre for Economics.
- José Vicente Romero & Sara Naranjo-Saldarriaga, 2022.
"Weather Shocks and Inflation Expectations in Semi-Structural Models,"
Borradores de Economia
1218, Banco de la Republica de Colombia.
- Jose Vicente Romero & Sara Naranjo Saldarriaga, 2022. "Weather Shocks and Inflation Expectations in Semi-Structural Models," IHEID Working Papers 20-2022, Economics Section, The Graduate Institute of International Studies.
- Romero, José Vicente & Naranjo-Saldarriaga, Sara, 2024. "Weather shocks and inflation expectations in semi-structural models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
- Simon Gilchrist & Egon Zakrajšek, 2020.
"Trade Exposure and the Evolution of Inflation Dynamics,"
Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 6, pages 173-226,
Central Bank of Chile.
- Simon Gilchrist & Egon Zakrajsek, 2019. "Trade Exposure and the Evolution of Inflation Dynamics," Working Papers Central Bank of Chile 849, Central Bank of Chile.
- Simon Gilchrist & Egon Zakrajšek, 2019. "Trade Exposure and the Evolution of Inflation Dynamics," Finance and Economics Discussion Series 2019-007, Board of Governors of the Federal Reserve System (U.S.).
- Lena Boneva & James Cloyne & Martin Weale & Tomasz Wieladek, 2019.
"Firms' Price, Cost and Activity Expectations: Evidence from Micro Data,"
Discussion Papers
1905, Centre for Macroeconomics (CFM).
- Lena Boneva & James Cloyne & Martin Weale & Tomasz Wieladek, 2020. "Firms' Price, Cost and Activity Expectations: Evidence from Micro Data," The Economic Journal, Royal Economic Society, vol. 130(627), pages 555-586.
- Lena Boneva & James Cloyne & Martin Weale & Tomasz Wieladek, 2019. "Firms' Price, Cost and Activity Expectations: Evidence from Micro Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-05, Economic Statistics Centre of Excellence (ESCoE).
- Boneva, Lena & Cloyne, James & Weale, Martin & Wieladek, Tomasz, 2019. "Firms' price, cost and activity expectations: evidence from micro data," LSE Research Online Documents on Economics 100943, London School of Economics and Political Science, LSE Library.
- Régis Barnichon & Adam Hale Shapiro, 2002.
"Phillips Meets Beveridge,"
Working Paper Series
2024-22, Federal Reserve Bank of San Francisco.
- Régis Barnichon & Adam Shapiro, 2024. "Phillips Meets Beveridge," NBER Chapters, in: Inflation in the COVID Era and Beyond, National Bureau of Economic Research, Inc.
- Paul Hubert & Harun Mirza, 2014.
"Inflation expectation dynamics: the role of past present and forward looking information,"
SciencePo Working papers Main
hal-03473828, HAL.
- Paul Hubert & Harun Mirza, 2014. "Inflation expectation dynamics:the role of past, present and forward looking information," Documents de Travail de l'OFCE 2014-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert & Harun Mirza, 2014. "Inflation expectation dynamics: the role of past present and forward looking information," Working Papers hal-03473828, HAL.
- Granville, Brigitte & Zeng, Ning, 2019. "Time variation in inflation persistence: New evidence from modelling US inflation," Economic Modelling, Elsevier, vol. 81(C), pages 30-39.
- Lewis, Daniel & Mertens, Karel, 2022.
"Dynamic Identification Using System Projections and Instrumental Variables,"
CEPR Discussion Papers
17153, C.E.P.R. Discussion Papers.
- Daniel J. Lewis & Karel Mertens, 2022. "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers 2204, Federal Reserve Bank of Dallas, revised 03 Jul 2024.
- YOSHIKAWA Hiroshi & AOYAMA Hideaki & IYETOMI Hiroshi & FUJIWARA Yoshi, 2015. "Deflation/Inflation Dynamics: Analysis based on micro prices," Discussion papers 15026, Research Institute of Economy, Trade and Industry (RIETI).
- Geert Mesters & Régis Barnichon, 2019.
"Identifying Modern Macro Equations with Old Shocks,"
Working Papers
1097, Barcelona School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Jishi Piao & Sangyong Joo, 2014. "Estimating Open Economy New Keynesian Phillips Curve for Korea," Asian Economic Journal, East Asian Economic Association, vol. 28(3), pages 239-258, September.
- Gasteiger, Emanuel & Grimaud, Alex, 2023.
"Price setting frequency and the Phillips curve,"
European Economic Review, Elsevier, vol. 158(C).
- Gasteiger, Emanuel & Grimaud, Alex, 2020. "Price setting frequency and the Phillips Curve," ECON WPS - Working Papers in Economic Theory and Policy 03/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- McAdam, Peter & Muck, Jakub & Growiec, Jakub, 2015. "Will the true labor share stand up?," Working Paper Series 1806, European Central Bank.
- Angeline B. Rohoia & Parmendra Sharma, 2021. "Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands," JRFM, MDPI, vol. 14(9), pages 1-18, September.
- Abbas, Syed K. & Bhattacharya, Prasad Sankar & Sgro, Pasquale, 2016. "The new Keynesian Phillips curve: An update on recent empirical advances," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 378-403.
- Syed Kanwar Abbas & Prasad Sankar Bhattacharya & Debdulal Mallick & Pasquale Sgro, 2016. "The New Keynesian Phillips Curve in a Small Open Economy: Empirical Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 409-434, September.
- Boneva, Lena & Cloyne, James & Weale, Martin & Wieladek, Tomasz, 2018. "Firms' Expectations of New Orders, Employment, Costs and Prices: Evidence from Micro Data," CEPR Discussion Papers 12722, C.E.P.R. Discussion Papers.
- Franz Xaver Zobl & Martin Ertl, 2021. "The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe," Open Economies Review, Springer, vol. 32(4), pages 671-699, September.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Yvan Becard & David Gauthier, 2022. "Collateral Shocks," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(1), pages 83-103, January.
- Jean-Louis Combes & Pierre Lesuisse, 2022.
"Inflation and unemployment, new insights during the EMU accession,"
Post-Print
hal-03790350, HAL.
- Jean-Louis Combes & Pierre Lesuisse, 2021. "Inflation and Unemployment, new insights during the EMU accession," Working Papers hal-03216478, HAL.
- Jean-Louis Combes & Pierre Lesuisse, 2022. "Inflation and unemployment, new insights during the EMU accession," International Economics, CEPII research center, issue 172, pages 124-142.
- Combes, Jean-Louis & Lesuisse, Pierre, 2022. "Inflation and unemployment, new insights during the EMU accession," International Economics, Elsevier, vol. 172(C), pages 124-142.
- Òscar Jordà & Fernanda Nechio, 2020.
"Inflation Globally,"
Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 8, pages 269-316,
Central Bank of Chile.
- Òscar Jordà & Fernanda Nechio, 2019. "Inflation Globally," Working Papers Central Bank of Chile 850, Central Bank of Chile.
- Òscar Jordà & Fernanda Nechio, 2018. "Inflation Globally," Working Paper Series 2018-15, Federal Reserve Bank of San Francisco.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2024.
"The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times,"
Staff Reports
1086, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2022. "The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times," NBER Working Papers 29785, National Bureau of Economic Research, Inc.
- Crump, Richard K. & Eusepi, Stefano & Giannoni, Marc & Şahin, Ayşegül, 2024. "The unemployment–inflation trade-off revisited: The Phillips curve in COVID times," Journal of Monetary Economics, Elsevier, vol. 145(S).
- Kim, Insu & Kim, Young Se, 2019. "Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2022. "Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way," Working Paper 22-10, Federal Reserve Bank of Richmond.
- Bence Bardóczy & Jae W. Sim & Andreas Tischbirek, 2024. "The Macroeconomic Effects of Excess Savings," Finance and Economics Discussion Series 2024-062, Board of Governors of the Federal Reserve System (U.S.).
- Chiara Casoli & Matteo Manera & Daniele Valenti, 2022.
"Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation,"
Working Papers
2022.45, Fondazione Eni Enrico Mattei.
- Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2022. "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," FEEM Working Papers 329739, Fondazione Eni Enrico Mattei (FEEM).
- Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2024. "Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation," Journal of International Money and Finance, Elsevier, vol. 147(C).
- Chattopadhyay, Siddhartha & Sahu, Sohini & Jha, Saakshi, 2016. "Estimation of Unobserved Inflation Expectations in India using State-Space Model," MPRA Paper 72710, University Library of Munich, Germany.
- Antonia López-Villavicencio & Sophie Saglio, 2017.
"The Wage Inflation-Unemployment Curve at the Macroeconomic Level,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(1), pages 55-78, February.
- Saglio, Sophie & lopez-villavicencio, antonia, 2015. "The wage inflation-unemployment curve at the macroeconomic level," MPRA Paper 64725, University Library of Munich, Germany.
- Sophie Saglio & Antonia López-Villavicencio, 2017. "The Wage Inflation Unemployment Curve at the Macroeconomic Level," Post-Print halshs-01417937, HAL.
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
- Matthew D. Cocci & Mikkel Plagborg-Møller, 2021. "Standard Errors for Calibrated Parameters," Working Papers 2021-20, Princeton University. Economics Department..
- Damjan Pfajfar & John M. Roberts, 2018.
"The Role of Expectations in Changed Inflation Dynamics,"
Finance and Economics Discussion Series
2018-062, Board of Governors of the Federal Reserve System (U.S.).
- Damjan Pfajfar & Damjan Pfajfar, 2022. "The Role of Expectations in Changed Inflation Dynamics," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 199-238, March.
- Hawkins, Raymond J., 2017. "Macroeconomic susceptibility, inflation, and aggregate supply," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 15-22.
- Jinshun Wu & Luyao Wu, 2024. "Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2437-2476, October.
- Barnichon, Régis & Shapiro, Adam Hale, 2024. "Phillips meets Beveridge," Journal of Monetary Economics, Elsevier, vol. 148(S).
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021.
"Imperfect information, heterogeneous demand shocks, and inflation dynamics,"
CAMA Working Papers
2021-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics," Working Papers on Central Bank Communication 030, University of Tokyo, Graduate School of Economics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics," BCAM Working Papers 2104, Birkbeck Centre for Applied Macroeconomics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics," Economics Series Working Papers 934, University of Oxford, Department of Economics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021. "Imperfect Information, Heterogeneous Demand Shocks, and Inflation Dynamics," Discussion Papers 2108, Centre for Macroeconomics (CFM).
- Debortoli, Davide & Forni, Mario & Gambetti, Luca & Sala, Luca, 2023.
"Asymmetric Monetary Policy Tradeoffs,"
CEPR Discussion Papers
18438, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Sala & Luca Gambetti & Davide Debortoli, 2023. "Asymmetric Monetary Policy Tradeoffs," Working Papers 1404, Barcelona School of Economics.
- Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020. "Asymmetric monetary policy tradeoffs," Economics Working Papers 1742, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2023.
- Balleer, Almut & Zorn, Peter, 2020. "The Micro-level Price Response to Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224557, Verein für Socialpolitik / German Economic Association.
- Mikolajun, Irena & Lodge, David, 2016. "Advanced economy inflation: the role of global factors," Working Paper Series 1948, European Central Bank.
- Malcomson, James & Mavroeidis, Sophocles, 2015.
"Bargaining and Wage Rigidity in a Matching Model for the US,"
IZA Discussion Papers
8806, Institute of Labor Economics (IZA).
- James M. Malcomson & Sophocles Mavroeidis, 2017. "Bargaining and Wage Rigidity in a Matching Model for the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 997-1017, December.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
Working Papers
2013/15, Czech National Bank.
- Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
- David Miles, 2014. "Monetary Policy and Forward Guidance in the UK," Manchester School, University of Manchester, vol. 82(S1), pages 44-59, September.
- Oinonen, Sami & Paloviita, Maritta, 2014. "Updating the euro area Phillips curve: the slope has increased," Bank of Finland Research Discussion Papers 31/2014, Bank of Finland.
- Lenza, Michele, 2023. "Inflation and wage growth since the pandemic: A comment," European Economic Review, Elsevier, vol. 158(C).
- Marianna Riggi & Fabrizio Venditti, 2014. "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers) 237, Bank of Italy, Economic Research and International Relations Area.
- Pascal Michaillat & Emmanuel Saez, 2019.
"Resolving New Keynesian Anomalies with Wealth in the Utility Function,"
Papers
1905.13645, arXiv.org, revised Dec 2019.
- Michaillat, Pascal & Saez, Emmanuel, 2019. "Resolving New Keynesian Anomalies with Wealth in the Utility Function," CEPR Discussion Papers 13775, C.E.P.R. Discussion Papers.
- Pascal Michaillat & Emmanuel Saez, 2021. "Resolving New Keynesian Anomalies with Wealth in the Utility Function," The Review of Economics and Statistics, MIT Press, vol. 103(2), pages 197-215, May.
- Pascal Michaillat & Emmanuel Saez, 2018. "Resolving New Keynesian Anomalies with Wealth in the Utility Function," NBER Working Papers 24971, National Bureau of Economic Research, Inc.
- Gopinath, Gita, 2015.
"The International Price System,"
Scholarly Articles
30780147, Harvard University Department of Economics.
- Gita Gopinath, 2015. "The International Price System," NBER Working Papers 21646, National Bureau of Economic Research, Inc.
- Pooja Kapoor & Sujata Kar, 2023. "A review of inflation expectations and perceptions research in the past four decades: a bibliometric analysis," International Economics and Economic Policy, Springer, vol. 20(2), pages 279-302, May.
- Fiedler, Salomon & Gern, Klaus-Jürgen & Jannsen, Nils & Wolters, Maik H., 2019.
"Growth prospects, the natural interest rate, and monetary policy,"
Economics Discussion Papers
2019-17, Kiel Institute for the World Economy (IfW Kiel).
- Fiedler, Salomon & Gern, Klaus-Jürgen & Jannsen, Nils & Wolters, Maik H., 2019. "Growth prospects, the natural interest rate, and monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-34.
- Eser, Fabian & Lane, Philip & Moretti, Laura & Osbat, Chiara & Karadi, Peter, 2020.
"The Phillips Curve at the ECB,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224627, Verein für Socialpolitik / German Economic Association.
- Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020. "The Phillips Curve at the ECB," Working Paper Series 2400, European Central Bank.
- Fabian Eser & Peter Karadi & Philip R. Lane & Laura Moretti & Chiara Osbat, 2020. "The Phillips Curve at the ECB," Manchester School, University of Manchester, vol. 88(S1), pages 50-85, September.
- Dovì, Max-Sebastian & Koester, Gerrit & Nickel, Christiane, 2021. "Addressing the endogeneity of slack in Phillips Curves," Working Paper Series 2619, European Central Bank.
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"On the initialization of adaptive learning in macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 26-53.
- Michele Berardi & Jaqueson K Galimberti, 2016. "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers 16-422, KOF Swiss Economic Institute, ETH Zurich.
- Frank Kleibergen & Zhaoguo Zhan, 2025.
"Double robust inference for continuous updating GMM,"
Quantitative Economics, Econometric Society, vol. 16(1), pages 295-327, January.
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Jordi Galí, 2020.
"Uncovered Interest Parity, Forward Guidance, and the Exchange Rate,"
NBER Working Papers
26797, National Bureau of Economic Research, Inc.
- GalÃ, Jordi, 2020. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," CEPR Discussion Papers 14889, C.E.P.R. Discussion Papers.
- Jordi Galí, 2017. "Uncovered interest parity, forward guidance and the exchange rate," Economics Working Papers 1600, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2020.
- Jordi GalÃ, 2018. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," Working Papers 1021, Barcelona School of Economics.
- Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
- Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018.
"NKPC-Based Inflation Forecasts with a Time-Varying Trend,"
Serie documentos de trabajo del Centro de Estudios Económicos
2018-05, El Colegio de México, Centro de Estudios Económicos.
- Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
- McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020. "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Petrova, Diana, 2022. "Assessment of inflation expectations based on internet data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 25-38.
- Joaquim Andrade & Pedro Cordeiro & Guilherme Lambais, 2019. "Estimating a Behavioral New Keynesian Model," Papers 1912.07601, arXiv.org.
- Aleksey A. Korikov & Konstantin P. Yurchenko, 2023. "Inflation expectations and consumer sentiments of the Urals population," Journal of New Economy, Ural State University of Economics, vol. 24(4), pages 125-147, January.
- Diego Winkelried, 2017.
"Inferring Inflation Expectations from Fixed-Event Forecasts,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 1-31, June.
- Winkelried, Diego, 2014. "Inferring inflation expectations from fixed-event forecasts," Working Papers 2014-016, Banco Central de Reserva del Perú.
- Fratianni, Michele & Gallegati, Marco & Giri, Federico, 2022. "The medium-run Phillips curve: A time–frequency investigation for the UK," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Francesco Zanetti & Tatsushi Okuda & Tomohiro Tsuruga, 2019.
"Imperfect Information, Shock Heterogeneity, and Inflation Dynamics,"
Economics Series Working Papers
881, University of Oxford, Department of Economics.
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2019. "Imperfect Information, Shock Heterogeneity, and Inflation Dynamics," Discussion Papers 1918, Centre for Macroeconomics (CFM).
- Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2019. "Imperfect Information, Shock Heterogeneity, and Inflation Dynamics," IMES Discussion Paper Series 19-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- Tatsushi Okuday & Tomohiro Tsurugaz & Francesco Zanetti, 2019. "Imperfect Information, Shock Heterogeneity, and Inflation Dynamics," BCAM Working Papers 1906, Birkbeck Centre for Applied Macroeconomics.
- Afsar, Atahan & Gallegos, José-Elías & Jaimes, Richard & Silgado-Gómez, Edgar, 2024. "A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions," Economic Modelling, Elsevier, vol. 132(C).
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Sumru Altug & Cem Cakmakli, 2014. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum.
- Mr. Philip Barrett & Jonathan J. Adams, 2022.
"Shocks to Inflation Expectations,"
IMF Working Papers
2022/072, International Monetary Fund.
- Jonathan Adams & Philip Barrett, 2024. "Shocks to Inflation Expectations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
- Jonathan J Adams & Philip Barrett, 2022. "Shocks to Inflation Expectations," Working Papers 001007, University of Florida, Department of Economics.
- Petra Gerlach-Kristen & Richhild Moessner & Rina Rosenblatt-Wisch, 2018.
"Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 23-48, September.
- Petra Gerlach & Richhild Moessner & Rina Rosenblatt-Wisch, 2017. "Computing long‐term market inflation expectations for countries without inflation expectation markets," Working Papers 2017-09, Swiss National Bank.
- Gabriel, Ricardo Duque, 2023. "Monetary policy and the wage inflation-unemployment tradeoff," European Economic Review, Elsevier, vol. 159(C).
- Kim, Insu & Yie, Myung-Soo, 2016. "Trend inflation, firms' backward-looking behavior, and inflation gap persistence," Economic Modelling, Elsevier, vol. 58(C), pages 116-125.
- Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
- Almut Balleer & Peter Zorn, 2019.
"Monetary Policy, Price Setting, and Credit Constraints,"
CESifo Working Paper Series
7978, CESifo.
- Balleer, Almut & Zorn, Peter, 2019. "Monetary Policy, Price Setting, and Credit Constraints," CEPR Discussion Papers 14163, C.E.P.R. Discussion Papers.
- Alisdair McKay & Johannes F. Wieland, 2021.
"Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy,"
Staff Report
622, Federal Reserve Bank of Minneapolis.
- Alisdair McKay & Johannes F. Wieland, 2021. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," Econometrica, Econometric Society, vol. 89(6), pages 2717-2749, November.
- Alisdair McKay & Johannes F. Wieland, 2019. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," NBER Working Papers 26175, National Bureau of Economic Research, Inc.
- Madeira, João, 2015. "Firm-specific capital, inflation persistence and the sources of business cycles," European Economic Review, Elsevier, vol. 74(C), pages 229-243.
- Masazumi Hattori, 2020. "Comments on "The pass-through from short-horizon to long-horizon inflation expectations"," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 67-72, Bank for International Settlements.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Philip Hans Franses, 2019. "On inflation expectations in the NKPC model," Empirical Economics, Springer, vol. 57(6), pages 1853-1864, December.
- Meeks, Roland & Monti, Francesca, 2023.
"Heterogeneous beliefs and the Phillips curve,"
Journal of Monetary Economics, Elsevier, vol. 139(C), pages 41-54.
- Meeks, Roland & Monti, Francesca, 2022. "Heterogeneous beliefs and the Phillips curve," CEPR Discussion Papers 17537, C.E.P.R. Discussion Papers.
- Meeks, Roland & Monti, Francesca, 2019. "Heterogeneous beliefs and the Phillips curve," Bank of England working papers 807, Bank of England.
- Roland Meeks & Francesca Monti, 2022. "Heterogeneous Beliefs and the Phillips Curve," CAMA Working Papers 2022-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Aginta, Harry, 2023. "Revisiting the Phillips curve for Indonesia: What can we learn from regional data?," Journal of Asian Economics, Elsevier, vol. 85(C).
- Mustafa Caglayan & Zainab Jehan & Kostas Mouratidis, 2016. "Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 279-293, July.
- Pierlauro Lopez, 2017.
"Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market","
Online Appendices
16-134, Review of Economic Dynamics.
- Pierlauro Lopez, 2018. "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 85-105, July.
- Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2015. "A Measure of Price Pressures," Review, Federal Reserve Bank of St. Louis, vol. 97(1), pages 25-52.
- Guido Ascari & Argia M. Sbordone, 2013.
"The Macroeconomics of Trend Inflation,"
DEM Working Papers Series
053, University of Pavia, Department of Economics and Management.
- Guido Ascari & Argia M. Sbordone, 2013. "The macroeconomics of trend inflation," Staff Reports 628, Federal Reserve Bank of New York.
- Guido Ascari & Argia M. Sbordone, 2014. "The Macroeconomics of Trend Inflation," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 679-739, September.
- Manuel M. F. Martins & Fabio Verona, 2024. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 811-832, August.
- Alberto Naudon & Joaquín Vial, 2016. "The evolution of inflation in Chile since 2000," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 93-116, Bank for International Settlements.
- Mikael Juselius & Elod Takats, 2015. "Can demography affect inflation and monetary policy?," BIS Working Papers 485, Bank for International Settlements.
- Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2020.
"Bounded rationality in Keynesian beauty contests: A lesson for central bankers?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-38.
- Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2019. "Bounded rationality in Keynesian beauty contests: A lesson for central bankers?," Economics Discussion Papers 2019-53, Kiel Institute for the World Economy (IfW Kiel).
- Max-Sebastian Dov`i, 2021. "Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables," Papers 2101.09543, arXiv.org, revised Mar 2021.
- Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021.
"Ties that bind: Estimating the natural rate of interest for small open economies,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
- Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019. "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers 359, Federal Reserve Bank of Dallas, revised 05 Mar 2021.
- Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2021. "Policy Rules and Economic Performance," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Christian Gillitzer, 2015. "The Sticky Information Phillips Curve: Evidence for Australia," RBA Research Discussion Papers rdp2015-04, Reserve Bank of Australia.
- Zinn, Jesse, 2013. "Stagflation and the Rejection of Keynesian Economics: A Case of Naive Falsification," MPRA Paper 50536, University Library of Munich, Germany.
- Paul Hubert & Harun Mirza, 2019.
"The role of forward- and backward-looking information for inflation expectations formation,"
Post-Print
hal-03403616, HAL.
- Paul Hubert & Harun Mirza, 2019. "The role of forward‐ and backward‐looking information for inflation expectations formation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 733-748, December.
- Paul Hubert & Harun Mirza, 2019. "The role of forward- and backward-looking information for inflation expectations formation," SciencePo Working papers Main hal-03403616, HAL.
- David Bernstein & Bent Nielsen, 2014.
"Asymptotic theory for cointegration analysis when the cointegration rank is deficient,"
Economics Papers
2014-W06, Economics Group, Nuffield College, University of Oxford.
- David H. Bernstein & Bent Nielsen, 2019. "Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient," Econometrics, MDPI, vol. 7(1), pages 1-24, January.
- James Yetman, 2018. "The perils of approximating fixed-horizon inflation forecasts with fixed-event forecasts," BIS Working Papers 700, Bank for International Settlements.
- Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015.
"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012. "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers 2012/04, Czech National Bank.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Emi Nakamura & Jón Steinsson, 2018.
"High-Frequency Identification of Monetary Non-Neutrality: The Information Effect,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
- Emi Nakamura & Jón Steinsson, 2013. "High Frequency Identification of Monetary Non-Neutrality: The Information Effect," NBER Working Papers 19260, National Bureau of Economic Research, Inc.
- Sofia Bauducco & Rodrigo Caputo, 2020. "Wicksellian Rules and the Taylor Principle: Some Practical Implications," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 340-368, January.
- Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
- Glenn D. Rudebusch & John C. Williams, 2014.
"A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment,"
Working Paper Series
2014-14, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D. & Williams, John C., 2016. "A wedge in the dual mandate: Monetary policy and long-term unemployment," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 5-18.
- Tommaso Proietti & Marco Fioramanti & Cecilia Frale & Libero Monteforte, 2020. "A Systemic Approach to Estimating the Output Gap for the Italian Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(3), pages 465-493, September.
- Matthew D. Cocci & Mikkel Plagborg-M{o}ller, 2021. "Standard Errors for Calibrated Parameters," Papers 2109.08109, arXiv.org, revised Jun 2024.
- Panpan Zhu & Qingjie Zhou & Yinpeng Zhang, 2024. "Investor attention and consumer price index inflation rate: Evidence from the United States," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
- Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2021.
"Revisiting intertemporal elasticity of substitution in a sticky price model,"
Bank of Finland Research Discussion Papers
9/2021, Bank of Finland.
- Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2022. "Revisiting intertemporal elasticity of substitution in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Johanna Amberger & Ralf Fendel, 2017. "Understanding inflation dynamics in the Euro Area: deviants and commonalities across member countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 261-293, May.
- Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
- Olatunji Abdul Shobande, 2019. "Effect of Real Economy Predictors on Monetary Policy Responses: Testing Model Fits For OLS, IV and IV-GMM Estimators," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(3), pages 90-96, September.
- Hiroshi Yoshikawa & Hideaki Aoyama & Yoshi Fujiwara & Hiroshi Iyetomi, 2015. "Deflation/Inflation Dynamics: Analysis based on Micro Prices ," CIRJE F-Series CIRJE-F-959, CIRJE, Faculty of Economics, University of Tokyo.
- Melnick, Rafi & Strohsal, Till, 2017. "Disinflation in steps and the Phillips curve: Israel 1986–2015," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 145-161.
- Takushi Kurozumi & Ryohei Oishi, 2022. "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series 22-E-3, Bank of Japan.
- Junjie Guo & Juan Carlos Escanciano & Jinho Choi, 2017. "Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve," CAEPR Working Papers 2017-014, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Martin Feldkircher & Pierre L. Siklos, 2018.
"Global inflation dynamics and inflation expectations,"
CAMA Working Papers
2018-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Feldkircher, Martin & Siklos, Pierre L., 2019. "Global inflation dynamics and inflation expectations," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
- Isaiah Andrews & Anna Mikusheva, 2022. "GMM is Inadmissible Under Weak Identification," Papers 2204.12462, arXiv.org, revised May 2023.
- Haschka, Rouven E., 2024. "Examining the New Keynesian Phillips Curve in the U.S.: Why has the relationship between inflation and unemployment weakened?," Research in Economics, Elsevier, vol. 78(4).
- Tomiyuki Kitamura & Masaki Tanaka, 2019. "Firms' Inflation Expectations under Rational Inattention and Sticky Information: An Analysis with a Small-Scale Macroeconomic Model," Bank of Japan Working Paper Series 19-E-16, Bank of Japan.
- Hoang‐Phuong Do & Aris Spanos, 2024. "Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 761-793, August.
- Aristidou, Chrystalleni, 2018. "The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 367-379.
- Frohm, Erik, 2020. "Price-setting and economic slack: Evidence from firm-level survey data," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Pierpaolo Benigno & Gauti B. Eggertsson, 2023.
"It’s Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve,"
NBER Working Papers
31197, National Bureau of Economic Research, Inc.
- Benigno, Pierpaolo & Eggertsson, Gauti, 2023. "It's Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve," CEPR Discussion Papers 18116, C.E.P.R. Discussion Papers.
- KICHIKAWA Yuichi & AOYAMA Hideaki & FUJIWARA Yoshi & IYETOMI Hiroshi & YOSHIKAWA Hiroshi, 2018. "Analysis of Inflation/Deflation: Clusters of micro prices matter!," Discussion papers 18055, Research Institute of Economy, Trade and Industry (RIETI).
- Ciril Bosch-Rosa & Bernhard Kassner, 2023.
"Non-Standard Errors,"
Rationality and Competition Discussion Paper Series
385, CRC TRR 190 Rationality and Competition.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Oinonen, Sami & Vilmi, Lauri, 2021. "Analysing euro area inflation outlook with the Phillips curve," BoF Economics Review 5/2021, Bank of Finland.
- Cecchetti, Stephen & Feroli, Michael & Hooper, Peter & Kashyap, Anil & Schoenholtz, Kermit L., 2017. "Deflating Inflation Expectations: The Implications of Inflation’s Simple Dynamics," CEPR Discussion Papers 11925, C.E.P.R. Discussion Papers.
- Mr. Roberto Piazza, 2018. "Is There a Phillips Curve? A Full Information Partial Equilibrium Approach," IMF Working Papers 2018/044, International Monetary Fund.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
- Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
- Jakub Mućk & Peter McAdam & Jakub Growiec, 2018. "Will The “True” Labor Share Stand Up? An Applied Survey On Labor Share Measures," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 961-984, September.
- Yingying Xu & Zhi-Xin Liu & Hsu-Ling Chang & Adelina Dumitrescu Peculea & Chi-Wei Su, 2017. "Does self-fulfilment of the inflation expectation exist?," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1098-1113, March.
- Víctor López-Pérez, 2017. "Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 147-174, February.
- Yui Kishaba & Tatsushi Okuda, 2023. "The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach," Bank of Japan Working Paper Series 23-E-8, Bank of Japan.
- Tanweer Akram & Anupam Das, 2017. "The Long-run Determinants of Indian Government Bond Yields," Economics Working Paper Archive wp_881, Levy Economics Institute.
- Michele Fratianni & Marco Gallegati & Federico Giri, 2019. "Mr Phillips and the medium-run: temporal instability vs. frequency stability," Mo.Fi.R. Working Papers 155, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2011.
"Learning generates Long Memory,"
ESSEC Working Papers
WP1113, ESSEC Research Center, ESSEC Business School.
- Guillaume Chevillon & Sophocles Mavroeidis, 2013. "Learning generates Long Memory," Post-Print hal-00661012, HAL.
Cited by:
- Rambaccussing, Dooruj, 2015.
"Modelling Housing Prices using a Present Value State Space Model,"
SIRE Discussion Papers
2015-80, Scottish Institute for Research in Economics (SIRE).
- Dooruj Rambaccussing, 2015. "Modelling Housing Prices using a Present Value State Space Model," Dundee Discussion Papers in Economics 285, Economic Studies, University of Dundee.
- Rambaccussing, Dooruj, 2015. "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers 2015-32, Scottish Institute for Research in Economics (SIRE).
- Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015.
"Long memory through marginalization of large systems and hidden cross-section dependence,"
Research Memorandum
014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," Working Papers hal-01158524, HAL.
- Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers WP1507, ESSEC Research Center, ESSEC Business School.
- Susanne M. Schennach, 2013.
"Long memory via networking,"
CeMMAP working papers
CWP13/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2018. "Long Memory via Networking," Econometrica, Econometric Society, vol. 86(6), pages 2221-2248, November.
- Susanne M. Schennach, 2013. "Long memory via networking," CeMMAP working papers 13/13, Institute for Fiscal Studies.
- Susanne M. Schennach, 2018. "Long memory via networking," CeMMAP working papers CWP49/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gilles de Truchis & Florent Dubois, 2014.
"Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets,"
AMSE Working Papers
1445, Aix-Marseille School of Economics, France.
- Gilles de Truchis & Florent Dubois, 2014. "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers halshs-01065775, HAL.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2011.
"Identification Using Stability Restrictions,"
Working Papers
1116, Tulane University, Department of Economics.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82(5), pages 1799-1851, September.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82, pages 1799-1851, September.
Cited by:
- Qazi Haque & Leandro M. Magnusson, 2020.
"Identification robust empirical evidence on the Euler equation in open economies,"
CAMA Working Papers
2020-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," Economics Discussion / Working Papers 20-01, The University of Western Australia, Department of Economics.
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Angelini, Giovanni & Bacchiocchi, Emanuele & Caggiano, Giovanni & Fanelli, Luca, 2017.
"Uncertainty across volatility regimes,"
Bank of Finland Research Discussion Papers
35/2017, Bank of Finland.
- Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2019. "Uncertainty across volatility regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 437-455, April.
- Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017. "Uncertainty Across Volatility Regimes," CESifo Working Paper Series 6799, CESifo.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Christis Katsouris, 2023. "Structural Analysis of Vector Autoregressive Models," Papers 2312.06402, arXiv.org, revised Feb 2024.
- Ascari, Guido & Magnusson, Leandro M. & Mavroeidis, Sophocles, 2021. "Empirical evidence on the Euler equation for consumption in the US," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 129-152.
- Daniel J. Lewis, 2018.
"Robust inference in models identified via heteroskedasticity,"
Staff Reports
876, Federal Reserve Bank of New York.
- Daniel J. Lewis, 2022. "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 104(3), pages 510-524, May.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
Working Papers
785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," School of Economics and Public Policy Working Papers 2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2015.
"Approximating Time Varying Structural Models With Time Invariant Structures,"
Working Paper
15-10, Federal Reserve Bank of Richmond.
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2016. "Approximating time varying structural models with time invariant structures," Working Papers No 1/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Filippo Ferroni & Christian Matthes & Fabio Canova, 2016. "Approximating time varying structural models with time invariant structures," 2016 Meeting Papers 46, Society for Economic Dynamics.
- F. Canova & F. Ferroni & C. Matthes, 2015. "Approximating time varying structural models with time invariant structures," Working papers 578, Banque de France.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Nikolay Arefiev, 2014. "A Theory Of Data-Oriented Identification With A Svar Application," HSE Working papers WP BRP 79/EC/2014, National Research University Higher School of Economics.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Aquino, Juan, 2019. "The Small Open Economy New-Keynesian Phillips Curve: Specification, Structural Breaks and Robustness," Working Papers 2019-019, Banco Central de Reserva del Perú.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2021.
"Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty,"
CEPR Discussion Papers
16346, C.E.P.R. Discussion Papers.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021. "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, vol. 225(1), pages 47-73.
- Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Rothfelder, Mario & Boldea, Otilia, 2019.
"Testing for a Threshold in Models with Endogenous Regressors,"
Other publications TiSEM
94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
- Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024. "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, vol. 132(C).
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Emiliano A. Carlevaro & Leandro M. Magnusson, 2020. "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers 20-27, The University of Western Australia, Department of Economics.
- Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.
- Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
- Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- James Malcomson & Sophocles Mavroeidis, 2010.
"Nash Bargaining, Credible Bargaining and Efficiency Wages in a Matching Model for the US,"
Economics Series Working Papers
511, University of Oxford, Department of Economics.
- Sophocles Mavroeidis & James Malcomson, 2011. "Nash Bargaining, Credible Bargaining and Efficiency wages in a matching model for the US," 2011 Meeting Papers 776, Society for Economic Dynamics.
Cited by:
- Kfir Eliaz & Ran Spiegler, 2014.
"Reference Dependence and Labor Market Fluctuations,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 159-200.
- Eliaz, Kfir & Spiegler, Ran, 2012. "Reference Dependence and Labor-Market Fluctuations," Foerder Institute for Economic Research Working Papers 275783, Tel-Aviv University > Foerder Institute for Economic Research.
- Spiegler, Ran & Eliaz, Kfir, 2012. "Reference Dependence and Labor-Market Fluctuations," CEPR Discussion Papers 8997, C.E.P.R. Discussion Papers.
- Kfir Eliaz & Rani Spiegler, 2013. "Reference-Dependence and Labor-Market Fluctuations," NBER Working Papers 19085, National Bureau of Economic Research, Inc.
- Kfir Eliaz & Ran Spiegler, 2013. "Reference Dependence and Labor Market Fluctuations," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 159-200, National Bureau of Economic Research, Inc.
- Christopher Martin & Bingsong Wang, 2016.
"Search, Shirking and Labor Market Volatility,"
Department of Economics Working Papers
56/16, University of Bath, Department of Economics.
- Martin, Christopher & Wang, Bingsong, 2020. "Search, shirking and labor market volatility," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Dennis Wesselbaum, 2013.
"Reciprocity and matching frictions,"
International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 60(3), pages 247-268, September.
- Wesselbaum, Dennis, 2010. "Reciprocity and matching frictions," Kiel Working Papers 1616, Kiel Institute for the World Economy (IfW Kiel).
- Leandro M. Magnusson & Sophocles Mavroeidis, 2009.
"Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve,"
Working Papers
0904, Tulane University, Department of Economics.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2010. "Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 465-481, March.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2010. "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 465-481, March.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Antonio Diez de los Rios, 2013.
"A New Linear Estimator for Gaussian Dynamic Term Structure Models,"
Staff Working Papers
13-10, Bank of Canada.
- Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Mariano Kulish & Adrian Pagan, 2016.
"Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
- Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series 94, National Centre for Econometric Research.
- Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"Purchasing Power Parity and the Taylor Rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 874-903, September.
- Hyeongwoo Kim & Masao Ogaki, 2011. "Purchasing Power Parity and the Taylor Rule," Auburn Economics Working Paper Series auwp2011-02, Department of Economics, Auburn University.
- Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics.
- Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013. "Purchasing power parity and the Taylor rule," AJRC Working Papers 1305, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Xu Cheng & Eric Renault & Paul Sangrey, 2024. "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive 24-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2021.
"Revisiting intertemporal elasticity of substitution in a sticky price model,"
Bank of Finland Research Discussion Papers
9/2021, Bank of Finland.
- Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2022. "Revisiting intertemporal elasticity of substitution in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
- Sophocles Mavroeidis, 2006.
"Testing the New Keynesian Phillips Curve Without Assuming Identification,"
Working Papers
2006-13, Brown University, Department of Economics.
Cited by:
- Scheufele, Rolf, 2010.
"Evaluating the German (New Keynesian) Phillips curve,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
- Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
- Ricardo Nunes, 2010.
"Inflation Dynamics: The Role of Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010.
"The new Keynesian Phillips curve revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
- Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007.
"Factor Analysis in a Model with Rational Expectations,"
NBER Working Papers
13404, National Bureau of Economic Research, Inc.
- Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2008. "Factor analysis in a model with rational expectations," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 271-286, July.
- Mohamed Boutahar & David Gbaguidi, 2009. "Which Econometric Specification to Characterize the U.S. Inflation Rate Process?," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 145-172, September.
- Fanelli, Luca, 2008.
"Evaluating New Keynesian Phillips Curve under VAR-Based Learning,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
- Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
- Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
- Katarína Danišková & Jarko Fidrmuc, 2011.
"Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 099-115, August.
- Katarína Danišková & Jarko Fidrmuc, 2011. "Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic," Working Papers 292, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Nymoen, Ragnar & Swensen, Anders Rygh & Tveter, Eivind, 2012.
"Interpreting the evidence for New Keynesian models of inflation dynamics,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 253-263.
- Nymoen, Ragnar & Rygh Swensen, Anders & Tveter, Eivind, 2011. "Interpreting the evidence for New Keynesian models of inflation dynamics," Memorandum 23/2011, Oslo University, Department of Economics.
- Giray Gozgor, 2013. "The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 6(1), pages 7-18, April.
- Charlotta Groth & Hashmat Khan, 2010.
"Investment Adjustment Costs: An Empirical Assessment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
- Hashmat Khan & Charlotta Groth, 2007. "Investment Adjustment Costs: An Empirical Assessment," Carleton Economic Papers 07-08, Carleton University, Department of Economics, revised Dec 2010.
- Charlotta Groth & Hashmat Khan, 2010. "Investment Adjustment Costs: An Empirical Assessment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1469-1494, December.
- Fabrice Orlandi & Werner Roeger & Anna Thum-Thysen, 2018. "The Return of the European Wage Phillips Curve," European Economy - Discussion Papers 085, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Katarína Danišková & Jarko Fidrmuc, 2012. "Meta-Analysis of the New Keynesian Phillips Curve," Working Papers 314, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Scheufele, Rolf, 2010.
"Evaluating the German (New Keynesian) Phillips curve,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
Articles
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
See citations under working paper version above.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Max-Sebastian Dovì & Anders Bredahl Kock & Sophocles Mavroeidis, 2024.
"A Ridge-Regularized Jackknifed Anderson-Rubin Test,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1083-1094, July.
See citations under working paper version above.
- Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis, 2022. "A Ridge-Regularised Jackknifed Anderson-Rubin Test," Papers 2209.03259, arXiv.org, revised Nov 2023.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023.
"A test for Kronecker Product Structure covariance matrix,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
See citations under working paper version above.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020. "A Test for Kronecker Product Structure Covariance Matrix," Papers 2010.10961, arXiv.org, revised Jan 2022.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Ascari, Guido & Mavroeidis, Sophocles & McClung, Nigel, 2023.
"Coherence without rationality at the zero lower bound,"
Journal of Economic Theory, Elsevier, vol. 214(C).
See citations under working paper version above.
- Guido Ascari & Sophocles Mavroeidis & Nigel McClung, 2022. "Coherence without Rationality at the Zero Lower Bound," Papers 2208.02073, arXiv.org, revised Oct 2023.
- Ascari, Guido & Mavroeidis, Sophocles, 2022.
"The unbearable lightness of equilibria in a low interest rate environment,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 1-17.
See citations under working paper version above.
- Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
- Guido Ascari & Sophocles Mavroeidis, 2021. "The unbearable lightness of equilibria in a low interest rate environment," Working Papers 734, DNB.
- Ascari, Guido & Magnusson, Leandro M. & Mavroeidis, Sophocles, 2021.
"Empirical evidence on the Euler equation for consumption in the US,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 129-152.
Cited by:
- Andreas Tryphonides, 2023.
"Online Appendix to "Identifying Preferences when Households are Financially Constrained","
Online Appendices
21-242, Review of Economic Dynamics.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
Working Papers
785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," School of Economics and Public Policy Working Papers 2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
- Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2021.
"Discovering the True Schumpeter - New Insights into the Finance and Growth Nexus,"
CEPR Discussion Papers
16851, C.E.P.R. Discussion Papers.
- Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2022. "Discovering the true Schumpeter: New insights into the finance and growth nexus," W.E.P. - Würzburg Economic Papers 102, University of Würzburg, Department of Economics.
- Striani, Fabrizio, 2023. "Life-cycle consumption and life insurance: Empirical evidence from Italian Survey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
- Peter Bofinger, 2024. "Fighting inflation with conventional and unconventional fiscal policy," IMK Studies 92-2024, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
- Andreas Tryphonides, 2020.
"Identifying Preferences when Households are Financially Constrained,"
Papers
2005.02010, arXiv.org, revised Feb 2023.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
- Diana Gabrielyan & Lenno Uusküla, 2022. "Inflation Expectations And Consumption With Machine Learning," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 142, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021. "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, vol. 104(C).
- Nicholas Stern & Joseph E. Stiglitz & Charlotte Taylor, 2021.
"The Economics of Immense Risk, Urgent Action and Radical Change: Towards New Approaches to the Economics of Climate Change,"
NBER Working Papers
28472, National Bureau of Economic Research, Inc.
- Stern, Nicholas & Stiglitz, Joseph & Taylor, Charlotte, 2022. "The economics of immense risk, urgent action and radical change: towards new approaches to the economics of climate change," LSE Research Online Documents on Economics 113702, London School of Economics and Political Science, LSE Library.
- Nicholas Stern & Joseph Stiglitz & Charlotte Taylor, 2022. "The economics of immense risk, urgent action and radical change: towards new approaches to the economics of climate change," Journal of Economic Methodology, Taylor & Francis Journals, vol. 29(3), pages 181-216, July.
- Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022.
"Relative Risk Aversion: A Meta-Analysis,"
EconStor Preprints
260586, ZBW - Leibniz Information Centre for Economics.
- Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe, Center for Open Science.
- Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Malikane, Christopher, 2024. "Traditional output dynamics: A structural perspective," Journal of Macroeconomics, Elsevier, vol. 82(C).
- Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
- Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
- Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe_v1, Center for Open Science.
- Andreas Tryphonides, 2023.
"Online Appendix to "Identifying Preferences when Households are Financially Constrained","
Online Appendices
21-242, Review of Economic Dynamics.
- Sophocles Mavroeidis, 2021.
"Identification at the Zero Lower Bound,"
Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
See citations under working paper version above.
- Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Papers 2103.12779, arXiv.org, revised May 2021.
- Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2020.
"Robust Inference In Structural Vector Autoregressions With Long-Run Restrictions,"
Econometric Theory, Cambridge University Press, vol. 36(1), pages 86-121, February.
Cited by:
- Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
- Jörg Breitung & Ralf Brüggemann, 2023. "Projection Estimators for Structural Impulse Responses," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1320-1340, December.
- Guay, Alain & Pelgrin, Florian, 2023. "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, vol. 236(1).
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2019.
"A more powerful subvector Anderson Rubin test in linear instrumental variables regression,"
Quantitative Economics, Econometric Society, vol. 10(2), pages 487-526, May.
Cited by:
- Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011.
"Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests,"
Cowles Foundation Discussion Papers
1813, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020. "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Kiviet, Jan, 2019.
"Instrument-free inference under confined regressor endogeneity; derivations and applications,"
MPRA Paper
96839, University Library of Munich, Germany.
- Jan F. Kiviet, 2020. "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers 09/2020, Stellenbosch University, Department of Economics.
- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Kees Jan van Garderen & Noud van Giersbergen, 2020. "A Nearly Similar Powerful Test for Mediation," Papers 2012.11342, arXiv.org, revised Jan 2022.
- Wang, Wenjie, 2020.
"On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test,"
MPRA Paper
99109, University Library of Munich, Germany.
- Wang, Wenjie, 2020. "On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test," Economics Letters, Elsevier, vol. 191(C).
- Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
- Frank Kleibergen & Lingwei Kong, 2023. "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers 2307.12628, arXiv.org.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020.
"A Test for Kronecker Product Structure Covariance Matrix,"
Papers
2010.10961, arXiv.org, revised Jan 2022.
- Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Economics Series Working Papers
960, University of Oxford, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
- Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
- Frank Kleibergen & Zhaoguo Zhan, 2025.
"Double robust inference for continuous updating GMM,"
Quantitative Economics, Econometric Society, vol. 16(1), pages 295-327, January.
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Peter C. B. Phillips, 2022. "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University.
- Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
- Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Malte Londschien & Peter Buhlmann, 2024. "Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets," Papers 2407.15256, arXiv.org, revised Nov 2024.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2018.
"Perpetual learning and apparent long memory,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.
Cited by:
- Rodrigo Alfaro & Andrés Sagner, 2019. "S&P 500 under Dynamic Gordon Model," Working Papers Central Bank of Chile 851, Central Bank of Chile.
- Cai, Guixin & Zhang, Hao & Chen, Ziyue, 2019. "Comovement between commodity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1247-1258.
- Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
- Shikta Sing & Supun Chandrasena & Yue Shi & Abdullah Alhussain & Claude DIEBOLT & Martin Enilov & Tapas Mishra, 2024. "A Learning Model with Memory in the Financial Markets," Working Papers 06-24, Association Française de Cliométrie (AFC).
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2017.
"Learning can generate long memory,"
Journal of Econometrics, Elsevier, vol. 198(1), pages 1-9.
Cited by:
- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022.
"Weak Identification of Long Memory with Implications for Inference,"
Cowles Foundation Discussion Papers
2334, Cowles Foundation for Research in Economics, Yale University.
- Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun, 2022. "Weak Identification of Long Memory with Implications for Inference," Economics and Statistics Working Papers 8-2022, Singapore Management University, School of Economics.
- Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015.
"Long memory through marginalization of large systems and hidden cross-section dependence,"
Research Memorandum
014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," Working Papers hal-01158524, HAL.
- Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015. "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers WP1507, ESSEC Research Center, ESSEC Business School.
- Javier Haulde & Morten Ørregaard Nielsen, 2022.
"Fractional integration and cointegration,"
CREATES Research Papers
2022-02, Department of Economics and Business Economics, Aarhus University.
- Javier Hualde & Morten {O}rregaard Nielsen, 2022. "Fractional integration and cointegration," Papers 2211.10235, arXiv.org.
- Susanne M. Schennach, 2013.
"Long memory via networking,"
CeMMAP working papers
CWP13/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2018. "Long Memory via Networking," Econometrica, Econometric Society, vol. 86(6), pages 2221-2248, November.
- Susanne M. Schennach, 2013. "Long memory via networking," CeMMAP working papers 13/13, Institute for Fiscal Studies.
- Susanne M. Schennach, 2018. "Long memory via networking," CeMMAP working papers CWP49/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2022.
"Robust Testing for Explosive Behavior with Strongly Dependent Errors,"
Economics and Statistics Working Papers
11-2022, Singapore Management University, School of Economics.
- Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
- Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers 2350, Cowles Foundation for Research in Economics, Yale University.
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018.
"Generating Univariate Fractional Integration within a Large VAR(1),"
Working Papers
halshs-01944588, HAL.
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating univariate fractional integration within a large VAR(1)," Post-Print hal-01980783, HAL.
- Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien, 2018. "Generating univariate fractional integration within a large VAR(1)," Journal of Econometrics, Elsevier, vol. 204(1), pages 54-65.
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating Univariate Fractional Integration within a Large VAR(1)," AMSE Working Papers 1844, Aix-Marseille School of Economics, France.
- Andrew Filardo & Marco Jacopo Lombardi & Marek Raczko, 2018.
"Measuring financial cycle time,"
BIS Working Papers
755, Bank for International Settlements.
- Filardo, Andrew & Lombardi, Marco & Raczko, Marek, 2019. "Measuring financial cycle time," Bank of England working papers 776, Bank of England.
- Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
- Shikta Sing & Supun Chandrasena & Yue Shi & Abdullah Alhussain & Claude DIEBOLT & Martin Enilov & Tapas Mishra, 2024. "A Learning Model with Memory in the Financial Markets," Working Papers 06-24, Association Française de Cliométrie (AFC).
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2018. "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.
- Mayer, Alexander, 2023. "Two-step estimation in linear regressions with adaptive learning," Statistics & Probability Letters, Elsevier, vol. 195(C).
- Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018. "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper 445, Tor Vergata University, CEIS, revised 30 Oct 2018.
- Alexander Mayer, 2022. "Two-step estimation in linear regressions with adaptive learning," Papers 2204.05298, arXiv.org, revised Nov 2022.
- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022.
"Weak Identification of Long Memory with Implications for Inference,"
Cowles Foundation Discussion Papers
2334, Cowles Foundation for Research in Economics, Yale University.
- James M. Malcomson & Sophocles Mavroeidis, 2017.
"Bargaining and Wage Rigidity in a Matching Model for the US,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 997-1017, December.
See citations under working paper version above.
- Malcomson, James & Mavroeidis, Sophocles, 2015. "Bargaining and Wage Rigidity in a Matching Model for the US," IZA Discussion Papers 8806, Institute of Labor Economics (IZA).
- Mavroeidis, Sophocles & Sasaki, Yuya & Welch, Ivo, 2015.
"Estimation of heterogeneous autoregressive parameters with short panel data,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 219-235.
Cited by:
- Mario Crucini & Nam Vu, 2021.
"Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 264-282, October.
- Mario J. Crucini & Nam T. Vu, 2017. "Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?," NBER Working Papers 24093, National Bureau of Economic Research, Inc.
- Mario J Crucini & Nam T Vu, 2019. "Did the American recovery and reinvestment act help counties most affected by the great recession?," CAMA Working Papers 2019-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mario Crucini & Nam Vu, 2020. "Code and data files for "Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?"," Computer Codes 19-343, Review of Economic Dynamics.
- Mario Crucini & Nam Vu, 2020. "Online Appendix to "Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?"," Online Appendices 19-343, Review of Economic Dynamics.
- Ryo Okui & Takahide Yanagi, 2018.
"Kernel Estimation for Panel Data with Heterogeneous Dynamics,"
Papers
1802.08825, arXiv.org, revised May 2019.
- Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
- M. Hashem Pesaran & Liying Yang, 2023.
"Heterogeneous Autoregressions in Short T Panel Data Models,"
CESifo Working Paper Series
10509, CESifo.
- Pesaran, M. H. & Yang, L., 2023. "Heterogeneous Autoregressions in Short T Panel Data Models," Cambridge Working Papers in Economics 2342, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Liying Yang, 2023. "Heterogeneous Autoregressions in Short T Panel Data Models," Papers 2306.05299, arXiv.org, revised Jun 2024.
- M. Hashem Pesaran & Liying Yang, 2024. "Heterogeneous autoregressions in short T panel data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1359-1378, November.
- Ryo Okui & Takahide Yanagi, 2014.
"Panel Data Analysis with Heterogeneous Dynamics,"
KIER Working Papers
906, Kyoto University, Institute of Economic Research.
- Ryo Okui & Takahide Yanagi, 2018. "Panel Data Analysis with Heterogeneous Dynamics," Papers 1803.09452, arXiv.org, revised Jan 2019.
- Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
- Durand, Robert B. & Greene, William H. & Harris, Mark N. & Khoo, Joye, 2022. "Heterogeneity in speed of adjustment using finite mixture models," Economic Modelling, Elsevier, vol. 107(C).
- Zhang, Yue-Jun & Liu, Zhao & Qin, Chang-Xiong & Tan, Tai-De, 2017. "The direct and indirect CO2 rebound effect for private cars in China," Energy Policy, Elsevier, vol. 100(C), pages 149-161.
- Stephen Hoskins & David W. Johnston & Johannes S. Kunz & Michael A. Shields & Kevin E. Staub, 2024.
"Heterogeneity in the Persistence of Health: Evidence from a Monthly Micro Panel,"
Papers
2024-06, Centre for Health Economics, Monash University.
- Hoskins, Stephen & Johnston, David W. & Kunz, Johannes S. & Shields, Michael A. & Staub, Kevin E., 2024. "Heterogeneity in the Persistence of Health: Evidence from a Monthly Micro Panel," IZA Discussion Papers 17023, Institute of Labor Economics (IZA).
- Mario Crucini & Nam Vu, 2021.
"Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 264-282, October.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
See citations under working paper version above.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Frank Kleibergen & Sophocles Mavroeidis, 2014.
"Identification Issues In Limited‐Information Bayesian Analysis Of Structural Macroeconomic Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1183-1209, November.
Cited by:
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Revisiting Identification Concepts in Bayesian Analysis,"
Post-Print
hal-03504692, HAL.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
- Kukacka, Jiri & Sacht, Stephen, 2023.
"Estimation of heuristic switching in behavioral macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
- Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2014.
"Identification Using Stability Restrictions,"
Econometrica, Econometric Society, vol. 82, pages 1799-1851, September.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82(5), pages 1799-1851, September.
See citations under working paper version above.- Leandro M. Magnusson & Sophocles Mavroeidis, 2011. "Identification Using Stability Restrictions," Working Papers 1116, Tulane University, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis & Linchun Chen, 2012.
"On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression,"
Econometrica, Econometric Society, vol. 80(6), pages 2649-2666, November.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Firmin Doko Tchatoka, 2014.
"Specification Tests with Weak and Invalid Instruments,"
School of Economics and Public Policy Working Papers
2014-05, University of Adelaide, School of Economics and Public Policy.
- Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
- Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
- Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
- Ludwig, Markus & Flückiger, Matthias, 2014.
"Economic Shocks in the Fisheries Sector and Maritime Piracy,"
MPRA Paper
56959, University Library of Munich, Germany.
- Flückiger, Matthias & Ludwig, Markus, 2015. "Economic shocks in the fisheries sector and maritime piracy," Journal of Development Economics, Elsevier, vol. 114(C), pages 107-125.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Donald W.K. Andrews & Xu Cheng, 2011.
"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,"
Cowles Foundation Discussion Papers
1828, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011.
"Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests,"
Cowles Foundation Discussion Papers
1813, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020. "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Russell Davidson & James G. Mackinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Post-Print
hal-01456100, HAL.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- Jin-hui Luo & Zeyue Huang & Ruichao Zhu, 2021. "Does media coverage help firms “lobby” for government subsidies? Evidence from China," Asia Pacific Journal of Management, Springer, vol. 38(1), pages 259-290, March.
- Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023. "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 263-297.
- Yinchu Zhu, 2018. "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers 1805.06855, arXiv.org, revised Sep 2019.
- Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"Identification- and Singularity-Robust Inference for Moment Condition,"
Cowles Foundation Discussion Papers
1978, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.
- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Wang, Wenjie, 2020.
"On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test,"
MPRA Paper
99109, University Library of Munich, Germany.
- Wang, Wenjie, 2020. "On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test," Economics Letters, Elsevier, vol. 191(C).
- Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
- Frank Kleibergen & Lingwei Kong, 2023. "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers 2307.12628, arXiv.org.
- Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2021.
"A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity,"
Economics Series Working Papers
960, University of Oxford, Department of Economics.
- Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
- Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
- Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
- Frank Kleibergen & Zhaoguo Zhan, 2025.
"Double robust inference for continuous updating GMM,"
Quantitative Economics, Econometric Society, vol. 16(1), pages 295-327, January.
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2018.
"Controlling the size of autocorrelation robust tests,"
Journal of Econometrics, Elsevier, vol. 207(2), pages 406-431.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2016. "Controlling the Size of Autocorrelation Robust Tests," MPRA Paper 75657, University Library of Munich, Germany.
- Matthias Flückiger & Markus Ludwig, 2018. "Youth Bulges and Civil Conflict," Journal of Conflict Resolution, Peace Science Society (International), vol. 62(9), pages 1932-1962, October.
- Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Adam McCloskey, 2012.
"Bonferroni-Based Size-Correction for Nonstandard Testing Problems,"
Working Papers
2012-16, Brown University, Department of Economics.
- McCloskey, Adam, 2017. "Bonferroni-based size-correction for nonstandard testing problems," Journal of Econometrics, Elsevier, vol. 200(1), pages 17-35.
- Peter C. B. Phillips, 2022. "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University.
- Maurice J. G. Bun & Frank Kleibergen, 2021.
"Identification robust inference for moments based analysis of linear dynamic panel data models,"
Papers
2105.08346, arXiv.org.
- Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
- Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
- Christian Bontemps & Thierry Magnac, 2017.
"Set Identification, Moment Restrictions, and Inference,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
- Bontemps, Christian & Magnac, Thierry, 2017. "Set Identification, Moment Restrictions and Inference," TSE Working Papers 16-752, Toulouse School of Economics (TSE).
- Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
- Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
- Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
- Malte Londschien & Peter Buhlmann, 2024. "Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets," Papers 2407.15256, arXiv.org, revised Nov 2024.
- Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
- Sophocles Mavroeidis, 2010.
"Monetary Policy Rules and Macroeconomic Stability: Some New Evidence,"
American Economic Review, American Economic Association, vol. 100(1), pages 491-503, March.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017.
"Can we Identify the Fed's Preferences?,"
MPRA Paper
76831, University Library of Munich, Germany.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Can we Identify the Fed's Preferences?," EconStor Preprints 149993, ZBW - Leibniz Information Centre for Economics, revised 2017.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," Working Papers halshs-01549908, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," PSE Working Papers halshs-01549908, HAL.
- S. BoraÄŸan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2012.
"Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries,"
PIER Working Paper Archive
14-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Jun 2014.
- S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
- S. Boragan Aruoba & Pablo A. Cuba-Borda & Frank Schorfheide, 2016. "Macroeconomic Dynamics Near the ZLB : A Tale of Two Countries," International Finance Discussion Papers 1163, Board of Governors of the Federal Reserve System (U.S.).
- S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2013. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," NBER Working Papers 19248, National Bureau of Economic Research, Inc.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Moons, Cindy & Hellinckx, Kevin, 2019. "Did monetary policy fuel the housing bubble? An application to Ireland," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 294-315.
- Alho, Kari E.O., 2011. "How to Restore Sustainability of the Euro?," Discussion Papers 1259, The Research Institute of the Finnish Economy.
- Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017.
"Disagreement and monetary policy,"
Discussion Papers
29/2017, Deutsche Bundesbank.
- Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018. "Disagreement and Monetary Policy," 2018 Meeting Papers 655, Society for Economic Dynamics.
- Andrew C. Chang & Phillip Li, 2015. "Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say \"Usually Not\"," Finance and Economics Discussion Series 2015-83, Board of Governors of the Federal Reserve System (U.S.).
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Castelnuovo, Efrem, 2016.
"Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation,"
Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 300-314.
- Efrem Castelnuovo, 2016. "Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation," Melbourne Institute Working Paper Series wp2016n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Mr. Vadim Khramov, 2012. "Assessing Dsge Models with Capital Accumulation and Indeterminacy," IMF Working Papers 2012/083, International Monetary Fund.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020.
"Monetary Policy and Macroeconomic Stability Revisited,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 255-274, July.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2017. "Monetary Policy and Macroeconomic Stability Revisited," Research Working Paper RWP 17-1, Federal Reserve Bank of Kansas City.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020. "Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"," Computer Codes 19-271, Review of Economic Dynamics.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2018. "Monetary Policy and Macroeconomic Stability Revisited," 2018 Meeting Papers 219, Society for Economic Dynamics.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020. "Monetary Policy and Macroeconomic Stability Revisited," Bank of Japan Working Paper Series 20-E-2, Bank of Japan.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2019. "Monetary Policy and Macroeconomic Stability Revisited," Working Papers 19-14, Federal Reserve Bank of Cleveland.
- Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010.
"Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation,"
Quaderni di Dipartimento
108, University of Pavia, Department of Economics and Quantitative Methods.
- Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza, 2011. "Calvo vs. Rotemberg in a trend inflation world: An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1852-1867.
- Guido Ascari & Efrem Castelnuovo & Lorenza Rossi, 2010. "Calvo vs. Rotemberg in a Trend Inflation World: An Empirical Investigation," "Marco Fanno" Working Papers 0116, Dipartimento di Scienze Economiche "Marco Fanno".
- Jacek Suda & Anastasia Zervou, 2016.
"International Great Inflation and Common Monetary Policy,"
Working Papers
20160513_001, Texas A&M University, Department of Economics.
- Suda, Jacek & Zervou, Anastasia S., 2018. "International Great Inflation And Common Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1428-1461, September.
- Giovanni Angelini & Luca Fanelli, 2016.
"Misspecification and Expectations Correction in New Keynesian DSGE Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
- Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
- Mehrotra, Aaron & Sánchez-Fung, José R., 2009.
"Assessing McCallum and Taylor rules in a cross-section of emerging market economies,"
BOFIT Discussion Papers
23/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
- Mehrotra, Aaron & Sánchez-Fung, José R., 2011. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 207-228, April.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
Working Papers
785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," School of Economics and Public Policy Working Papers 2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
- Paul Hubert & Harun Mirza, 2014.
"Inflation expectation dynamics: the role of past present and forward looking information,"
SciencePo Working papers Main
hal-03473828, HAL.
- Paul Hubert & Harun Mirza, 2014. "Inflation expectation dynamics:the role of past, present and forward looking information," Documents de Travail de l'OFCE 2014-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert & Harun Mirza, 2014. "Inflation expectation dynamics: the role of past present and forward looking information," Working Papers hal-03473828, HAL.
- Geert Mesters & Régis Barnichon, 2019.
"Identifying Modern Macro Equations with Old Shocks,"
Working Papers
1097, Barcelona School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Hürtgen, Patrick & Cloyne, James, 2014.
"The macroeconomic effects of monetary policy: A new measure for the United Kingdom,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100304, Verein für Socialpolitik / German Economic Association.
- Cloyne, James & Hürtgen, Patrick, 2014. "The macroeconomic effects of monetary policy: a new measure for the United Kingdom," Bank of England working papers 493, Bank of England.
- James Cloyne & Patrick Hürtgen, 2016. "The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(4), pages 75-102, October.
- Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023. "Time-varying ambiguity shocks and business cycles," KIER Working Papers 1094, Kyoto University, Institute of Economic Research.
- Philip Liu & Konstantinos Theodoridis & Haroon Mumtaz & Francesco Zanetti, 2019.
"Changing Macroeconomic Dynamics at the Zero Lower Bound,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 391-404, July.
- Francesco Zanetti & Philip Liu & Haroon Mumtaz and Konstantinos Theodoridis, 2017. "Changing Macroeconomic Dynamics at the Zero Lower Bound," Economics Series Working Papers 824, University of Oxford, Department of Economics.
- Qazi Haque, 2017.
"Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation,"
School of Economics and Public Policy Working Papers
2017-13, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
- Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
- Zhongjun Qu, 2018.
"A Composite Likelihood Framework for Analyzing Singular DSGE Models,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
- Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.
- Andrew C. Chang & Phillip Li, 2018.
"Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
- Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.).
- Harun Mirza & Lidia Storjohann, 2014. "Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 643-664, June.
- Jinshun Wu & Luyao Wu, 2024. "Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2437-2476, October.
- Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
- Fanelli, Luca, 2012.
"Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models,"
Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
- Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
- Castelnuovo, Efrem, 2013. "Monetary policy shocks and financial conditions: A Monte Carlo experiment," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 282-303.
- Ali Mna & Hadda Kilani, 2023. "A monetary policy reaction function through Taylor rule vision: evidence from Tunisia," SN Business & Economics, Springer, vol. 3(8), pages 1-18, August.
- Denis Belomestny & Ekaterina Krymova & Andrey Polbin, 2020. "Estimating TVP-VAR models with time invariant long-run multipliers," Papers 2008.00718, arXiv.org.
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Joaquim Andrade & Pedro Cordeiro & Guilherme Lambais, 2019. "Estimating a Behavioral New Keynesian Model," Papers 1912.07601, arXiv.org.
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Best Gabriela & Kapinos Pavel, 2016. "Monetary policy and news shocks: are Taylor rules forward-looking?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(2), pages 335-360, June.
- Sumru Altug & Cem Cakmakli, 2014. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum.
- Xiaoyu Zhang & Fanghui Pan, 2019. "The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap," Sustainability, MDPI, vol. 11(9), pages 1-15, May.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2015. "Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation," Research Working Paper RWP 15-17, Federal Reserve Bank of Kansas City.
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2024.
"Active or passive? Revisiting the role of fiscal policy during high inflation,"
European Economic Review, Elsevier, vol. 170(C).
- Stephanie Ettmeier & Alexander Kriwoluzky, 2024. "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series crctr224_2024_565, University of Bonn and University of Mannheim, Germany.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Zisimos Koustas & Jean-Francois Lamarche, 2009.
"Instrumental variable estimation of a nonlinear Taylor rule,"
Working Papers
0909, Brock University, Department of Economics, revised Jul 2010.
- Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, vol. 42(1), pages 1-20, February.
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019.
"Active, or passive? Revisiting the role of fiscal policy in the Great Inflation,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203609, Verein für Socialpolitik / German Economic Association.
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2020. "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," Working Papers 17, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
- Stephanie Ettmeier & Alexander Kriwoluzky, 2020. "Active, or Passive? Revisiting the Role of Fiscal Policy in the Great Inflation," Discussion Papers of DIW Berlin 1872, DIW Berlin, German Institute for Economic Research.
- Vipul Bhatt & Amr Hosny & N. Kundan Kishor, 2017. "The Dynamic Behaviour of Implicit Inflation Targets for ‘Inflation Targeting Lite’ Economies," The Economic Record, The Economic Society of Australia, vol. 93(300), pages 67-88, March.
- Gunnar Bårdsen & Luca Fanelli, 2015.
"Frequentist Evaluation of Small DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
- Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
- Donato Masciandaro, 2023. "How Elastic and Predictable Money Should Be: Flexible Monetary Policy Rules from the Great Moderation to the New Normal Times (1993-2023)," BAFFI CAREFIN Working Papers 23196, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Max-Sebastian Dov`i, 2021. "Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables," Papers 2101.09543, arXiv.org, revised Mar 2021.
- Guido Ascari & Paolo Bonomolo Hedibert F. Lopes, 2016. "Rational Sunspots," Economics Series Working Papers 787, University of Oxford, Department of Economics.
- Jui-Chung Yang & Ke-Li Xu, 2013. "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers pya307, Job Market Papers.
- Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
- Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020.
"MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy,"
The Economic Record, The Economic Society of Australia, vol. 96(314), pages 225-251, September.
- Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers rdp2019-07, Reserve Bank of Australia.
- Jiun-Hua Su, 2021. "No-Regret Forecasting with Egalitarian Committees," Papers 2109.13801, arXiv.org.
- Inoue, Atsushi & Rossi, Barbara, 2011.
"Testing for weak identification in possibly nonlinear models,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
- Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers 10-92, Duke University, Department of Economics.
- Paul Hubert & Harun Mirza, 2019.
"The role of forward- and backward-looking information for inflation expectations formation,"
Post-Print
hal-03403616, HAL.
- Paul Hubert & Harun Mirza, 2019. "The role of forward‐ and backward‐looking information for inflation expectations formation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 733-748, December.
- Paul Hubert & Harun Mirza, 2019. "The role of forward- and backward-looking information for inflation expectations formation," SciencePo Working papers Main hal-03403616, HAL.
- Faria, João Ricardo & Mollick, André Varella & Sachsida, Adolfo & Wang, Le, 2012. "Do central banks affect Tobin's q?," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 1-10.
- Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
- Tryphonides, Andreas, 2018. "Learning from Errors: The case of monetary and fiscal policy regimes," IRTG 1792 Discussion Papers 2018-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Zheng, Tingguo & Guo, Huiming, 2013. "Estimating a small open economy DSGE model with indeterminacy: Evidence from China," Economic Modelling, Elsevier, vol. 31(C), pages 642-652.
- Zisimos Koustas & Jean-Francois Lamarche, 2010.
"Estimation of a nonlinear Taylor rule using real-time U.S. data,"
Working Papers
1005, Brock University, Department of Economics.
- Lamarche Jean-Francois & Koustasy Zisimos, 2012. "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-26, December.
- Jensen Henrik, 2011.
"Estimated Interest Rate Rules: Do they Determine Determinacy Properties?,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-22, May.
- Jensen, Henrik, 2009. "Estimated Interest Rate Rules: Do they Determine Determinacy Properties?," CEPR Discussion Papers 7555, C.E.P.R. Discussion Papers.
- Mirza, Harun & Storjohann, Lidia, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers 13/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
- Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2010.
"Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 465-481, March.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2010. "Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 465-481, March.
See citations under working paper version above.- Leandro M. Magnusson & Sophocles Mavroeidis, 2009. "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Working Papers 0904, Tulane University, Department of Economics.
- Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010.
"Inference in models with adaptive learning,"
Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
Cited by:
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"Empirical calibration of adaptive learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
- Michele Berardi & Jaqueson K. Galimberti, 2015. "Empirical Calibration of Adaptive Learning," KOF Working papers 15-392, KOF Swiss Economic Institute, ETH Zurich.
- Evans, George W & McGough, Bruce, 2018. "Equilibrium selection, observability and backward-stable solutions," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 1-10.
- Sophocles N. Brissimis & Petros M. Migiakis, 2013.
"Inflation persistence and the rationality of inflation expectations,"
Working Papers
151, Bank of Greece.
- Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
- Sophocles N. Brissimis & Petros M. Migiakis, 2016. "Inflation persistence, learning dynamics and the rationality of inflation expectations," Empirical Economics, Springer, vol. 51(3), pages 963-979, November.
- Stefano Eusepi & Bruce Preston, 2011.
"Expectations, Learning, and Business Cycle Fluctuations,"
American Economic Review, American Economic Association, vol. 101(6), pages 2844-2872, October.
- Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning And Business Cycle Fluctuations," CAMA Working Papers 2008-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning and Business Cycle Fluctuations," NBER Working Papers 14181, National Bureau of Economic Research, Inc.
- Jaqueson K. Galimberti, 2020.
"Information weighting under least squares adaptive learning,"
Working Papers
2020-04, Auckland University of Technology, Department of Economics.
- Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
- Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson K. Galimberti, 2020. "Information weighting under least squares learning," CAMA Working Papers 2020-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dr. James Mitchell, 2010.
"A Nonlinear Panel Data Model of Cross-sectional Dependence,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
370, National Institute of Economic and Social Research.
- Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014. "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 179(2), pages 134-157.
- James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Division of Economics, School of Business, University of Leicester.
- Giovanni Angelini & Luca Fanelli, 2016.
"Misspecification and Expectations Correction in New Keynesian DSGE Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
- Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
- Jaqueson Kingeski Galimberti, 2019.
"An approximation of the distribution of learning estimates in macroeconomic models,"
KOF Working papers
19-453, KOF Swiss Economic Institute, ETH Zurich.
- Galimberti, Jaqueson K., 2019. "An approximation of the distribution of learning estimates in macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 102(C), pages 29-43.
- Eva A. Arnold, 2013. "The Role of Data Revisions and Disagreement in Professional Forecasts," Macroeconomics and Finance Series 201303, University of Hamburg, Department of Socioeconomics.
- Norbert Christopeit & Michael Massmann, 2013. "A Note on an Estimation Problem in Models with Adaptive Learning," Tinbergen Institute Discussion Papers 13-151/III, Tinbergen Institute.
- Norbert Christopeit & Michael Massmann, 2012. "Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors," Tinbergen Institute Discussion Papers 12-109/III, Tinbergen Institute.
- Norbert Christopeit & Michael Massmann, 2010. "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 10-077/4, Tinbergen Institute.
- William Branch & Bruce McGough, 2011. "Business cycle amplification with heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 395-421, June.
- Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
- Shikta Sing & Supun Chandrasena & Yue Shi & Abdullah Alhussain & Claude DIEBOLT & Martin Enilov & Tapas Mishra, 2024. "A Learning Model with Memory in the Financial Markets," Working Papers 06-24, Association Française de Cliométrie (AFC).
- Norbert Christopeit & Michael Massmann, 2013.
"Estimating Structural Parameters in Regression Models with Adaptive Learning,"
Tinbergen Institute Discussion Papers
13-111/III, Tinbergen Institute.
- Norbert Christopeit & Michael Massmann, 2015. "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 15-106/III, Tinbergen Institute.
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"On the initialization of adaptive learning in macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 26-53.
- Michele Berardi & Jaqueson K Galimberti, 2016. "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers 16-422, KOF Swiss Economic Institute, ETH Zurich.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2018. "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.
- Chevillon, Guillaume & Mavroeidis, Sophocles, 2011.
"Learning generates Long Memory,"
ESSEC Working Papers
WP1113, ESSEC Research Center, ESSEC Business School.
- Guillaume Chevillon & Sophocles Mavroeidis, 2013. "Learning generates Long Memory," Post-Print hal-00661012, HAL.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Berardi, Michele & Galimberti, Jaqueson K., 2019.
"Smoothing-Based Initialization For Learning-To-Forecast Algorithms,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 1008-1023, April.
- Michele Berardi & Jaqueson K Galimberti, 2017. "Smoothing-based Initialization for Learning-to-Forecast Algorithms," KOF Working papers 17-425, KOF Swiss Economic Institute, ETH Zurich.
- Norbert Christopeit & Michael Massmann, 2017. "Strong consistency of the least squares estimator in regression models with adaptive learning," WHU Working Paper Series - Economics Group 17-07, WHU - Otto Beisheim School of Management.
- Koursaros, Demetris, 2019. "Learning expectations using multi-period forecasts," Journal of Economics and Business, Elsevier, vol. 102(C), pages 1-25.
- Norbert Christopeit & Michael Massmann, 2018. "Strong consistency of the least squares estimator in regression models with adaptive learning," Tinbergen Institute Discussion Papers 18-045/III, Tinbergen Institute.
- Alexander Mayer, 2022. "Two-step estimation in linear regressions with adaptive learning," Papers 2204.05298, arXiv.org, revised Nov 2022.
- Eric Gaus & Srikanth Ramamurthy, 2012. "Estimation of Constant Gain Learning Models," Working Papers 12-01, Ursinus College, Department of Economics, revised 01 Apr 2014.
- Agnieszka Markiewicz, 2012. "Model Uncertainty And Exchange Rate Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 815-844, August.
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"Empirical calibration of adaptive learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
- Kleibergen, Frank & Mavroeidis, Sophocles, 2009.
"Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 293-311.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010.
"International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data,"
SIRE Discussion Papers
2010-57, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data," Working Papers 2010_18, Business School - Economics, University of Glasgow.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Hülya Saygılı, 2020. "The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence," The World Economy, Wiley Blackwell, vol. 43(7), pages 2007-2031, July.
- Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024.
"Has the Phillips curve flattened?,"
French Stata Users' Group Meetings 2024
22, Stata Users Group.
- Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024. "Has the Phillips Curve Flattened?," CEPR Discussion Papers 18846, C.E.P.R. Discussion Papers.
- Scheufele, Rolf, 2010.
"Evaluating the German (New Keynesian) Phillips curve,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
- Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
- Laurence Ball & Sandeep Mazumder, 2011.
"Inflation Dynamics and the Great Recession,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 337-405.
- Laurence Ball & Sandeep Mazumder, 2011. "Inflation Dynamics and the Great Recession," Economics Working Paper Archive 580, The Johns Hopkins University,Department of Economics.
- Mr. Sandeep Mazumder & Laurence M. Ball, 2011. "Inflation Dynamics and the Great Recession," IMF Working Papers 2011/121, International Monetary Fund.
- Laurence M. Ball & Sandeep Mazumder, 2011. "Inflation Dynamics and the Great Recession," NBER Working Papers 17044, National Bureau of Economic Research, Inc.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Ricardo Nunes, 2010.
"Inflation Dynamics: The Role of Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Chaudhuri, Saraswata & Zivot, Eric, 2011.
"A new method of projection-based inference in GMM with weakly identified nuisance parameters,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 239-251, October.
- Saraswata Chaudhuri & Eric Zivot, 2008. "A new method of projection-based inference in GMM with weakly identified nuisance parameters," Working Papers UWEC-2008-26, University of Washington, Department of Economics.
- McAdam, Peter & Willman, Alpo, 2011.
"Technology, utilization and inflation: what drives the New Keynesian Phillips Curve?,"
Working Paper Series
1369, European Central Bank.
- Peter McAdam & Alpo Willman, 2012. "Technology, Utilization and Inflation: What Drives the New Keynesian Phillips Curve?," School of Economics Discussion Papers 0912, School of Economics, University of Surrey.
- PETER McADAM & ALPO WILLMAN, 2013. "Technology, Utilization, and Inflation: What Drives the New Keynesian Phillips Curve?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1547-1579, December.
- PETER McADAM & ALPO WILLMAN, 2013. "Technology, Utilization, and Inflation: What Drives the New Keynesian Phillips Curve?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1547-1579, December.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Bratsiotis, George J. & Robinson, Wayne A., 2016.
"Unit Total Costs: An Alternative Marginal Cost Proxy For Inflation Dynamics,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1826-1849, October.
- George J. Bratsiotis & Wayne A. Robinson, 2014. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 192, Economics, The University of Manchester.
- Bratsiotis, George J. & Robinson, Wayne A., 2016. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(7), pages 1826-1849.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Fabio Canova & Luca Sala, 2005.
"Back to square one: Identification issues in DSGE models,"
Economics Working Papers
927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
- Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
- Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
- Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
- Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
- Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
- Konstantin Styrin & Oleg Zamulin, 2012.
"A Real Exchange Rate Based Phillips Curve,"
Working Papers
w0179, Center for Economic and Financial Research (CEFIR).
- Konstantin Styrin & Oleg Zamulin, 2012. "A Real Exchange Rate Based Phillips Curve," Working Papers w0179, New Economic School (NES).
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"Purchasing Power Parity and the Taylor Rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 874-903, September.
- Hyeongwoo Kim & Masao Ogaki, 2011. "Purchasing Power Parity and the Taylor Rule," Auburn Economics Working Paper Series auwp2011-02, Department of Economics, Auburn University.
- Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics.
- Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013. "Purchasing power parity and the Taylor rule," AJRC Working Papers 1305, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2010.
"Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 465-481, March.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2009. "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Working Papers 0904, Tulane University, Department of Economics.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2010. "Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 465-481, March.
- Saraswata Chaudhuri & Elaina Rose, 2009.
"Estimating the Veteran Effect with Endogenous Schooling when Instruments are Potentially Weak,"
Working Papers
UWEC-2009-07, University of Washington, Department of Economics.
- Chaudhuri, Saraswata & Rose, Elaina, 2009. "Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak," IZA Discussion Papers 4203, Institute of Labor Economics (IZA).
- Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
- Guido Ascari & Qazi Haque & Leandro Magnusson & Sophocles Mavroeidis, 2023.
"Empirical evidence on the Euler equation for investment in the US,"
Working Papers
785, DNB.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2023. "Empirical evidence on the Euler equation for investment in the US," School of Economics and Public Policy Working Papers 2023-05 Classification-C2, University of Adelaide, School of Economics and Public Policy.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2024. "Empirical evidence on the Euler equation for investment in the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 543-563, June.
- Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
- Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009.
"Inference regarding multiple structural changes in linear models with endogenous regressors,"
Centre for Growth and Business Cycle Research Discussion Paper Series
125, Economics, The University of Manchester.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019.
"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik, 2017. "Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument," MPRA Paper 79748, University Library of Munich, Germany.
- Lewis, Daniel & Mertens, Karel, 2022.
"Dynamic Identification Using System Projections and Instrumental Variables,"
CEPR Discussion Papers
17153, C.E.P.R. Discussion Papers.
- Daniel J. Lewis & Karel Mertens, 2022. "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers 2204, Federal Reserve Bank of Dallas, revised 03 Jul 2024.
- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"Identification- and Singularity-Robust Inference for Moment Condition,"
Cowles Foundation Discussion Papers
1978, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.
- van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
- Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Geert Mesters & Régis Barnichon, 2019.
"Identifying Modern Macro Equations with Old Shocks,"
Working Papers
1097, Barcelona School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Abbas, Syed K. & Bhattacharya, Prasad Sankar & Sgro, Pasquale, 2016. "The new Keynesian Phillips curve: An update on recent empirical advances," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 378-403.
- Syed Kanwar Abbas & Prasad Sankar Bhattacharya & Debdulal Mallick & Pasquale Sgro, 2016. "The New Keynesian Phillips Curve in a Small Open Economy: Empirical Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 409-434, September.
- Franz Xaver Zobl & Martin Ertl, 2021. "The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe," Open Economies Review, Springer, vol. 32(4), pages 671-699, September.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Chuansong Zhao & Chunxia Li & Jianxu Liu & Haixia Lian & Woraphon Yamaka, 2024. "Analysis of Factors Affecting the Spatial Association Network of Food Security Level in China," Agriculture, MDPI, vol. 14(11), pages 1-25, October.
- Morrisy, Stephen D., 2017. "Efficient estimation of macroeconomic equations with unobservable states," Economic Modelling, Elsevier, vol. 60(C), pages 408-423.
- Kapur, Muneesh, 2013. "Revisiting the Phillips curve for India and inflation forecasting," Journal of Asian Economics, Elsevier, vol. 25(C), pages 17-27.
- Yameng Wang & Zhe Chen & Xiumei Wang & Mengyang Hou & Feng Wei, 2021. "Research on the Spatial Network Structure and Influencing Factors of the Allocation Efficiency of Agricultural Science and Technology Resources in China," Agriculture, MDPI, vol. 11(11), pages 1-23, November.
- James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Fall), pages 361-395.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Harun Mirza & Lidia Storjohann, 2014. "Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 643-664, June.
- Karen Watkins Fassler, 2018. "Financial performance in Mexican family vs. non-family firms," Contaduría y Administración, Accounting and Management, vol. 63(2), pages 309-327, Abril-Jun.
- Nymoen, Ragnar & Swensen, Anders Rygh & Tveter, Eivind, 2012.
"Interpreting the evidence for New Keynesian models of inflation dynamics,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 253-263.
- Nymoen, Ragnar & Rygh Swensen, Anders & Tveter, Eivind, 2011. "Interpreting the evidence for New Keynesian models of inflation dynamics," Memorandum 23/2011, Oslo University, Department of Economics.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Brzozowski, Michał & Siwińska-Gorzelak, Joanna, 2024. "Did robots make wages less responsive to unemployment?," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
- Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2013.
"Choosing the variables to estimate singular DSGE models,"
CEPR Discussion Papers
9381, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2014. "Choosing The Variables To Estimate Singular Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
- Canova, F. & Ferroni, F. & Matthes, C., 2013. "Choosing the variables to estimate singular DSGE models," Working papers 461, Banque de France.
- Firmin Doko Tchatoka, 2011.
"Subset hypotheses testing and instrument exclusion in the linear IV regression,"
Working Papers
10668, University of Tasmania, Tasmanian School of Business and Economics.
- Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
- Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
- Dovì, Max-Sebastian & Koester, Gerrit & Nickel, Christiane, 2021. "Addressing the endogeneity of slack in Phillips Curves," Working Paper Series 2619, European Central Bank.
- Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
- Frank Kleibergen & Zhaoguo Zhan, 2025.
"Double robust inference for continuous updating GMM,"
Quantitative Economics, Econometric Society, vol. 16(1), pages 295-327, January.
- Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
- Giesen, Sebastian & Scheufele, Rolf, 2013.
"Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models,"
IWH Discussion Papers
8/2013, Halle Institute for Economic Research (IWH).
- Giesen, Sebastian & Scheufele, Rolf, 2016. "Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 1-18.
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Abbas, Syed Kanwar & Sgro, Pasquale M., 2011. "New Keynesian Phillips Curve and inflation dynamics in Australia," Economic Modelling, Elsevier, vol. 28(4), pages 2022-2033, July.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Wai Ching Poon & Yong Shen Lee, 2014. "Inflation Targeting in ASEAN-10," South African Journal of Economics, Economic Society of South Africa, vol. 82(1), pages 141-157, March.
- Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
- Komunjer, Ivana & Zhu, Yinchu, 2020. "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 218(2), pages 561-586.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Samuel Kwesi Dunyo & Samuel Amponsah Odei, 2023. "Firm-Level Innovations in an Emerging Economy: Do Perceived Policy Instability and Legal Institutional Conditions Matter?," Sustainability, MDPI, vol. 15(2), pages 1-24, January.
- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
- Gary Koop & Luca Onorante, 2011.
"Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters,"
Working Papers
1109, University of Strathclyde Business School, Department of Economics.
- Onorante, Luca & Koop, Gary, 2012. "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series 1422, European Central Bank.
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
- Guido Ascari & Argia M. Sbordone, 2013.
"The Macroeconomics of Trend Inflation,"
DEM Working Papers Series
053, University of Pavia, Department of Economics and Management.
- Guido Ascari & Argia M. Sbordone, 2013. "The macroeconomics of trend inflation," Staff Reports 628, Federal Reserve Bank of New York.
- Guido Ascari & Argia M. Sbordone, 2014. "The Macroeconomics of Trend Inflation," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 679-739, September.
- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Jan Willem van den End & Paul Konietschke & Anna Samarina & Irina M. Stanga, 2020. "Macroeconomic reversal rate: evidence from a nonlinear IS-curve," Working Papers 684, DNB.
- Max-Sebastian Dov`i, 2021. "Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables," Papers 2101.09543, arXiv.org, revised Mar 2021.
- Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
- Juan de Dios Tena & Jorge Dresdner & Iván Araya, 2009.
"A Multimarket Approach for Estimating a New Keynesian Phillips Curve,"
Working Papers
02-2009, Departamento de Economía, Universidad de Concepción.
- Juan De Dios Tena & Jorge Dresdner & Iván Araya, 2012. "A Multimarket Approach For Estimating A New Keynesian Phillips Curve," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(1), pages 49-68, Spring.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2011.
"Identification Using Stability Restrictions,"
Working Papers
1116, Tulane University, Department of Economics.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82(5), pages 1799-1851, September.
- Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82, pages 1799-1851, September.
- Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
- Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.
- Diego Moccero & Shingo Watanabe & Boris Cournède, 2011. "What Drives Inflation in the Major OECD Economies?," OECD Economics Department Working Papers 854, OECD Publishing.
- Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
- Somayeh Mardaneh, 2012. "How Do Oil Shocks A¤ect the Structural Stability of Hybrid New Keynesian Phillips Curve?," Discussion Papers in Economics 12/20, Division of Economics, School of Business, University of Leicester.
- Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015.
"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012. "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers 2012/04, Czech National Bank.
- Sofia Bauducco & Rodrigo Caputo, 2020. "Wicksellian Rules and the Taylor Principle: Some Practical Implications," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 340-368, January.
- Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
- Alastair R. Hall, 2013. "Generalized Method of Moments," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 14, pages 313-333, Edward Elgar Publishing.
- Johanna Amberger & Ralf Fendel, 2017. "Understanding inflation dynamics in the Euro Area: deviants and commonalities across member countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 261-293, May.
- Mikusheva, Anna, 2010. "Robust confidence sets in the presence of weak instruments," Journal of Econometrics, Elsevier, vol. 157(2), pages 236-247, August.
- Eijffinger, Sylvester C.W. & Qian, Zongxin, 2016. "Trade openness and the Phillips curve: The neglected heterogeneity and robustness of empirical evidence," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 13-18.
- Mazumder, Sandeep, 2011. "Cost-based Phillips Curve forecasts of inflation," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 553-567.
- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
- Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
- Junjie Guo & Juan Carlos Escanciano & Jinho Choi, 2017. "Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve," CAEPR Working Papers 2017-014, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Prosper Donovon & Alastair R. Hall, 2015. "GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification," Economics Discussion Paper Series 1505, Economics, The University of Manchester.
- Alain Guay & Florian Pelgrin, 2016. "Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 344-372, March.
- Castelnuovo, Efrem, 2009.
"Testing the structural interpretation of the price puzzle with a cost channel model,"
Bank of Finland Research Discussion Papers
20/2009, Bank of Finland.
- Efrem Castelnuovo, 2012. "Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 425-452, June.
- Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
- Hülya Saygılı, 2020. "Sectoral inflationary dynamics: cross-country evidence on the open-economy New Keynesian Phillips Curve," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(1), pages 75-101, February.
- Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016. "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 225-243, July.
- Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
- Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
- Thanassis Kazanas & Elias Tzavalis, 2011. "Unveiling the monetary policy rule in euro area," Working Papers 130, Bank of Greece.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- Keith Finlay & Leandro M. Magnusson, 2014. "Bootstrap Methods for Inference with Cluster-Sample IV Models," Economics Discussion / Working Papers 14-12, The University of Western Australia, Department of Economics.
- Mavroeidis, Sophocles, 2005.
"Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 421-448, June.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017.
"Can we Identify the Fed's Preferences?,"
MPRA Paper
76831, University Library of Munich, Germany.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Can we Identify the Fed's Preferences?," EconStor Preprints 149993, ZBW - Leibniz Information Centre for Economics, revised 2017.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," Working Papers halshs-01549908, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," PSE Working Papers halshs-01549908, HAL.
- Bårdsen, Gunnar & Nymoen, Ragnar, 2006. "U.S. natural rate dynamics reconsidered," Memorandum 13/2006, Oslo University, Department of Economics.
- Vít Pošta, 2015. "Semi-structural estimates of time-varying NAIRU based on the new Keynesian Phillips curve: evidence from Eastern European economies," Empirical Economics, Springer, vol. 49(4), pages 1217-1243, December.
- Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 368-386, June.
- Scheufele, Rolf, 2010.
"Evaluating the German (New Keynesian) Phillips curve,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
- Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
- James M. Nason & Gregor W. Smith, 2005.
"Identifying the New Keynesian Phillips curve,"
FRB Atlanta Working Paper
2005-01, Federal Reserve Bank of Atlanta.
- James M. Nason & Gregor W. Smith, 2005. "Identifying The New Keynesian Phillips Curve," Working Paper 1026, Economics Department, Queen's University.
- James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017.
"Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve,"
IMES Discussion Paper Series
17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023. "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 506-520, December.
- Luca FANELLI & Giulio PALOMBA, 2007.
"Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics,"
Working Papers
298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, August.
- Jeffrey C. Fuhrer, 2009.
"Inflation persistence,"
Working Papers
09-14, Federal Reserve Bank of Boston.
- Fuhrer, Jeffrey C., 2010. "Inflation Persistence," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486, Elsevier.
- Jeff Fuhrer & George Moore, 1995. "Inflation Persistence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 127-159.
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Ichiro Muto & Kohei Shintani, 2014.
"An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US,"
Bank of Japan Working Paper Series
14-E-4, Bank of Japan.
- Muto, Ichiro & Shintani, Kohei, 2014. "An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US," MPRA Paper 53934, University Library of Munich, Germany.
- Muto Ichiro & Shintani Kohei, 2020. "An empirical study on the New Keynesian wage Phillips curve: Japan and the US," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
IZA Discussion Papers
3298, Institute of Labor Economics (IZA).
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008. "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Müller, Gernot J. & Kuester, Keith & Stölting, Sarah, 2007.
"Is the New Keynesian Phillips curve flat?,"
Working Paper Series
809, European Central Bank.
- Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009. "Is the New Keynesian Phillips curve flat?," Economics Letters, Elsevier, vol. 103(1), pages 39-41, April.
- Bratsiotis, George J. & Robinson, Wayne A., 2016.
"Unit Total Costs: An Alternative Marginal Cost Proxy For Inflation Dynamics,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1826-1849, October.
- George J. Bratsiotis & Wayne A. Robinson, 2014. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 192, Economics, The University of Manchester.
- Bratsiotis, George J. & Robinson, Wayne A., 2016. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(7), pages 1826-1849.
- Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Willi Mutschler, 2015.
"Higher-order statistics for DSGE models,"
CQE Working Papers
4315, Center for Quantitative Economics (CQE), University of Muenster.
- Mutschler, Willi, 2018. "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, vol. 6(C), pages 44-56.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- João Alcobia & Ricardo Barradas, 2022. "Falling Labour Share and the Anaemic Growth in Portugal: a Post-Keynesian Econometric Analysis," Working Papers REM 2022/0247, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018.
"Testing for optimal monetary policy via moment inequalities,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 780-796, September.
- Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS) 985, University of Warwick, Department of Economics.
- Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013. "Testing for optimal monetary policy via moment inequalities," Discussion Papers 13/07, Department of Economics, University of York.
- Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," Economic Research Papers 270654, University of Warwick - Department of Economics.
- Malikane, Christopher, 2012. "Inflation dynamics and the cost channel in emerging markets," MPRA Paper 42688, University Library of Munich, Germany.
- Konstantin Styrin & Oleg Zamulin, 2012.
"A Real Exchange Rate Based Phillips Curve,"
Working Papers
w0179, Center for Economic and Financial Research (CEFIR).
- Konstantin Styrin & Oleg Zamulin, 2012. "A Real Exchange Rate Based Phillips Curve," Working Papers w0179, New Economic School (NES).
- Adam Hale Shapiro, 2006.
"Estimating the New Keynesian Phillips curve: a vertical production chain approach,"
Working Papers
06-11, Federal Reserve Bank of Boston.
- Adam Hale Shapiro, 2008. "Estimating the New Keynesian Phillips Curve: A Vertical Production Chain Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 627-666, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"Observed Inflation Forecasts and the New Keynesian Phillips Curve,"
Economics Discussion Paper Series
0632, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Bayraktar, Nihal, 2010.
"Contracting models of the Phillips curve empirical estimates for middle-income countries,"
Journal of Macroeconomics, Elsevier, vol. 32(2), pages 555-570, June.
- Pierre-Richard Agénor & Nihal Bayraktar, 2008. "Contracting Models of the Phillips Curve Empirical Estimates for Middle-Income Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 94, Economics, The University of Manchester.
- Agenor, Pierre-Richard & Bayraktar, Nihal, 2003. "Contracting models of the Phillips curve - empirical estimates for Middle-income countries," Policy Research Working Paper Series 3139, The World Bank.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006. "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers 460, Statistics Norway, Research Department.
- Adam Hale Shapiro, 2008. "Estimating the New Keynesian Phillips Curve: A Vertical Production Chain Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 627-666, June.
- Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010.
"The new Keynesian Phillips curve revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
- Chevillon, Guillaume & Massmann, Michael & Mavroeidis, Sophocles, 2010. "Inference in models with adaptive learning," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 341-351, April.
- Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007.
"Factor Analysis in a Model with Rational Expectations,"
NBER Working Papers
13404, National Bureau of Economic Research, Inc.
- Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2008. "Factor analysis in a model with rational expectations," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 271-286, July.
- Chengsi Zhang & Joel Clovis, 2010.
"The New Keynesian Phillips Curve of Rational Expectations: A Serial Correlation Extension,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 159-179, May.
- Chengsi Zhang & Joel Clovis, 2010. "The New Keynesian Phillips Curve of rational expectations: A serial correlation extension," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 159-179, May.
- Janine Aron & John Muellbauer, 2013.
"New Methods for Forecasting Inflation, Applied to the US,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
- Muellbauer, John & Aron, Janine, 2010. "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers 7877, C.E.P.R. Discussion Papers.
- Di Bartolomeo, Giovanni & Di Pietro, Marco, 2020.
"Intrinsic persistence of wage inflation in New Keynesian models of the business cycles,"
Dynare Working Papers
55, CEPREMAP.
- Giovanni Di Bartolomeo & Marco Di Pietro, 2017. "Intrinsic Persistence of Wage Inflation in New Keynesian Models of the Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1161-1195, September.
- Di Bartolomeo Giovanni & Di Pietro Marco, 2015. "Intrinsic persistence of wage inflation in New Keynesian models of the business cycles," wp.comunite 0118, Department of Communication, University of Teramo.
- Martins, Luis F. & Gabriel, Vasco J., 2009. "New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 561-571, December.
- Janine Aron & John Muellbauer & Rachel Sebudde, 2015.
"Inflation forecasting models for Uganda: is mobile money relevant?,"
CSAE Working Paper Series
2015-17, Centre for the Study of African Economies, University of Oxford.
- Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers 10739, C.E.P.R. Discussion Papers.
- Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik, 2017. "Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument," MPRA Paper 79748, University Library of Munich, Germany.
- Fanelli, Luca, 2008.
"Evaluating New Keynesian Phillips Curve under VAR-Based Learning,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
- Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
- Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
- Geert Mesters & Régis Barnichon, 2019.
"Identifying Modern Macro Equations with Old Shocks,"
Working Papers
1097, Barcelona School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Jishi Piao & Sangyong Joo, 2014. "Estimating Open Economy New Keynesian Phillips Curve for Korea," Asian Economic Journal, East Asian Economic Association, vol. 28(3), pages 239-258, September.
- Oinonen, Sami & Paloviita, Maritta & Vilmi, Lauri, 2013. "How have inflation dynamics changed over time? Evidence from the euro area and USA," Bank of Finland Research Discussion Papers 6/2013, Bank of Finland.
- Katarína Danišková & Jarko Fidrmuc, 2011.
"Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 099-115, August.
- Katarína Danišková & Jarko Fidrmuc, 2011. "Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic," Working Papers 292, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics.
- Òscar Jordà & Fernanda Nechio, 2020.
"Inflation Globally,"
Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 8, pages 269-316,
Central Bank of Chile.
- Òscar Jordà & Fernanda Nechio, 2019. "Inflation Globally," Working Papers Central Bank of Chile 850, Central Bank of Chile.
- Òscar Jordà & Fernanda Nechio, 2018. "Inflation Globally," Working Paper Series 2018-15, Federal Reserve Bank of San Francisco.
- Kichian, Maral & Rumler, Fabio, 2014. "Forecasting Canadian inflation: A semi-structural NKPC approach," Economic Modelling, Elsevier, vol. 43(C), pages 183-191.
- James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Fall), pages 361-395.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Harun Mirza & Lidia Storjohann, 2014. "Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 643-664, June.
- Nymoen, Ragnar & Swensen, Anders Rygh & Tveter, Eivind, 2012.
"Interpreting the evidence for New Keynesian models of inflation dynamics,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 253-263.
- Nymoen, Ragnar & Rygh Swensen, Anders & Tveter, Eivind, 2011. "Interpreting the evidence for New Keynesian models of inflation dynamics," Memorandum 23/2011, Oslo University, Department of Economics.
- International Monetary Fund, 2015. "Cross-Country Report on Inflation: Selected Issues," IMF Staff Country Reports 2015/184, International Monetary Fund.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Fair, Ray C., 2007.
"Evaluating Inflation Targeting Using a Macroeconometric Model,"
Economics Discussion Papers
2007-14, Kiel Institute for the World Economy (IfW Kiel).
- Fair, Ray C., 2007. "Evaluating Inflation Targeting Using a Macroeconometric Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-52.
- Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Cowles Foundation Discussion Papers 1570, Cowles Foundation for Research in Economics, Yale University, revised Mar 2007.
- Vasco J. Gabriel & Luis F. Martins, 2010.
"The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
- Vasco J. Gabriel & Luis F. Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
- Vasco Gabriel & Luis Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach," School of Economics Discussion Papers 1010, School of Economics, University of Surrey.
- Vasco J. Gabriel & Luis F. Martins, 2010. "The cost channel reconsidered: a comment using an identification-robust approach," NIPE Working Papers 30/2010, NIPE - Universidade do Minho.
- Fanelli, Luca, 2012.
"Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models,"
Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
- Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
- Carlos Carvalho & Fernanda Nechio & Tiago Tristao, 2021.
"Taylor Rule Estimation by OLS,"
Working Paper Series
2018-11, Federal Reserve Bank of San Francisco.
- Carvalho, Carlos & Nechio, Fernanda & Tristão, Tiago, 2021. "Taylor rule estimation by OLS," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 140-154.
- Choi, Yoonseok, 2021. "Inflation dynamics, the role of inflation at different horizons and inflation uncertainty," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 649-662.
- Firmin Doko Tchatoka, 2011.
"Subset hypotheses testing and instrument exclusion in the linear IV regression,"
Working Papers
10668, University of Tasmania, Tasmanian School of Business and Economics.
- Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
- Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
- Bill Russell, Anindya Banerjee, 2006.
"The Long-Run Phillips Curve and Non-Stationary Inflation,"
Economics Working Papers
ECO2006/16, European University Institute.
- Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
- Malikane, Christopher & Mokoka, Tshepo, 2012. "Monetary policy credibility: A Phillips curve view," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 266-271.
- Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
- Andrew Harvey, 2011.
"Modelling the Phillips curve with unobserved components,"
Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 7-17.
- Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge.
- Cagliarini, Adam & Robinson, Tim & Tran, Allen, 2011.
"Reconciling microeconomic and macroeconomic estimates of price stickiness,"
Journal of Macroeconomics, Elsevier, vol. 33(1), pages 102-120, March.
- Adam Cagliarini & Tim Robinson & Allen Tran, 2010. "Reconciling Microeconomic and Macroeconomic Estimates of Price Stickiness," RBA Research Discussion Papers rdp2010-01, Reserve Bank of Australia.
- Manuel Arellano & Lars P. Hansen & Enrique Sentana, 2000.
"Underidentification?,"
Econometric Society World Congress 2000 Contributed Papers
1824, Econometric Society.
- Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification?," CeMMAP working papers CWP24/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique, 2012. "Underidentification?," Journal of Econometrics, Elsevier, vol. 170(2), pages 256-280.
- Dovì, Max-Sebastian & Koester, Gerrit & Nickel, Christiane, 2021. "Addressing the endogeneity of slack in Phillips Curves," Working Paper Series 2619, European Central Bank.
- Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," NBP Working Papers 86, Narodowy Bank Polski.
- Lagoa, Sérgio, 2014. "Inflation dynamics in open economies: Empirical evidence for G7 countries on the role of import prices and the cost channel," Research in Economics, Elsevier, vol. 68(4), pages 354-371.
- Marfatia Hardik A., 2018. "Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(1), pages 1-18, January.
- Torój, Andrzej, 2009.
"Solving forward-looking models of cross-country adjustment within the euro area,"
MF Working Papers
2, Ministry of Finance in Poland, revised 04 Sep 2009.
- Andrzej Torój, 2009. "Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 211-241, November.
- Henzel, Steffen & Wollmershäuser, Timo, 2008.
"The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey,"
Munich Reprints in Economics
19416, University of Munich, Department of Economics.
- Henzel, Steffen & Wollmershäuser, Timo, 2008. "The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey," Economic Modelling, Elsevier, vol. 25(5), pages 811-832, September.
- Holmberg, Karolina, 2006. "Derivation and Estimation of a New Keynesian Phillips Curve in a Small Open Economy," Working Paper Series 197, Sveriges Riksbank (Central Bank of Sweden).
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Malikane, Christopher, 2012.
"The microfoundations of the Keynesian wage-price spiral,"
MPRA Paper
42921, University Library of Munich, Germany, revised 29 Nov 2012.
- Malikane, Christopher, 2012. "The Microfoundations of the Keynesian Wage-Price Spiral," MPRA Paper 42923, University Library of Munich, Germany, revised 2012.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- David Norman & Anthony Richards, 2012. "The Forecasting Performance of Single Equation Models of Inflation," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 64-78, March.
- Paloviita, Maritta, 2008. "Estimating open economy Phillips curves for the euro area with directly measured expectations," Bank of Finland Research Discussion Papers 16/2008, Bank of Finland.
- Berriel, Tiago & Medeiros, Marcelo C. & Sena, Marcelo J., 2016. "Instrument selection for estimation of a forward-looking Phillips Curve," Economics Letters, Elsevier, vol. 145(C), pages 123-125.
- Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Sophocles Mavroeidis, 2006. "Testing the New Keynesian Phillips Curve Without Assuming Identification," Working Papers 2006-13, Brown University, Department of Economics.
- Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021. "Culling the herd of moments with penalized empirical likelihood," Papers 2108.03382, arXiv.org, revised May 2022.
- Dladla, Pholile & Malikane, Christopher, 2022. "Inflation dynamics in an emerging market: The case of South Africa," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 262-271.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015.
"Solution and Estimation Methods for DSGE Models,"
CEPR Discussion Papers
11032, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, J. & Rubio-RamÃrez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
- Jesus Fernandez-Villaverde & Juan Rubio-RamÃrez & Frank Schorfheide, 2015. "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive 15-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Malikane, Christopher, 2013.
"A New Keynesian Triangle Phillips Curve,"
MPRA Paper
43548, University Library of Munich, Germany.
- Malikane, Christopher, 2014. "A new Keynesian triangle Phillips curve," Economic Modelling, Elsevier, vol. 43(C), pages 247-255.
- Borek Vasícek, 2009.
"Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members,"
Working Papers
wpdea0903, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Borek Vasicek, 2010. "Monetary Policy Rules and Inflation Processes in Open Emerging Economies," Eastern European Economics, Taylor & Francis Journals, vol. 48(4), pages 36-58, January.
- Borek Vasicek, 2009. "Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members," William Davidson Institute Working Papers Series wp968, William Davidson Institute at the University of Michigan.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2011.
"A Multiple Break Panel Approach To Estimating United States Phillips Curves,"
Dundee Discussion Papers in Economics
252, Economic Studies, University of Dundee.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 232, Economic Studies, University of Dundee.
- Russell, Bill & Banerjee, Anindya & Malki, Issam & Ponomareva, Natalia, 2011. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," SIRE Discussion Papers 2012-27, Scottish Institute for Research in Economics (SIRE).
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," Discussion Papers 10-14, Department of Economics, University of Birmingham.
- Gary Koop & Luca Onorante, 2011.
"Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters,"
Working Papers
1109, University of Strathclyde Business School, Department of Economics.
- Onorante, Luca & Koop, Gary, 2012. "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series 1422, European Central Bank.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Smith, Gregor W., 2009.
"Pooling forecasts in linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
- Gregor W. Smith, 2007. "Pooling Forecasts In Linear Rational Expectations Models," Working Paper 1129, Economics Department, Queen's University.
- Ichiro Muto, 2009.
"Estimating A New Keynesian Phillips Curve With A Corrected Measure Of Real Marginal Cost: Evidence In Japan,"
Economic Inquiry, Western Economic Association International, vol. 47(4), pages 667-684, October.
- Muto, Ichiro, 2007. "Estimating a New Keynesian Phillips Curve with a Corrected Measure of Real Marginal Cost: Evidence in Japan," MPRA Paper 4662, University Library of Munich, Germany.
- Maritta Paloviita, 2009. "Estimating open economy Phillips curves for the euro area with directly measured expectations," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(3), pages 233-254.
- Stelios D. Bekiros & Alessia Paccagnini, 2015.
"Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs,"
Open Access publications
10197/7333, School of Economics, University College Dublin.
- Bekiros, Stelios D. & Paccagnini, Alessia, 2015. "Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars," Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1565-1592, October.
- Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.
- Kavtaradze, Lasha, 2014. "Inflation Dynamics in Georgia," MPRA Paper 59966, University Library of Munich, Germany.
- Fabrice Orlandi & Werner Roeger & Anna Thum-Thysen, 2018. "The Return of the European Wage Phillips Curve," European Economy - Discussion Papers 085, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Russell, Bill, 2011.
"Non-stationary inflation and panel estimates of United States short and long-run Phillips curves,"
Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
- Bill Russell, 2007. "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Dundee Discussion Papers in Economics 200, Economic Studies, University of Dundee.
- Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015.
"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012. "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers 2012/04, Czech National Bank.
- Borek Vasicek, 2009.
"Inflation dynamics and the New Keynesian Phillips curve in EU-4,"
William Davidson Institute Working Papers Series
wp971, William Davidson Institute at the University of Michigan.
- Borek Vašícek, 2011. "Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(5), pages 71-100, September.
- Borek Vasícek, 2009. "Inflation dynamics and the New Keynesian Phillips curve in EU-4," Working Papers wpdea0912, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
- Alastair R. Hall, 2013. "Generalized Method of Moments," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 14, pages 313-333, Edward Elgar Publishing.
- Christopher Tsoukis & George Kapetanios & Joseph Pearlman, 2011. "Elusive Persistence: Wage And Price Rigidities, The New Keynesian Phillips Curve And Inflation Dynamics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 737-768, September.
- Johanna Amberger & Ralf Fendel, 2017. "Understanding inflation dynamics in the Euro Area: deviants and commonalities across member countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 261-293, May.
- James H. Stock & Mark W. Watson, 2007.
"Why Has U.S. Inflation Become Harder to Forecast?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 3-33, February.
- James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc.
- Vicente da Gama Machado & Marcelo Savino Portugal, 2014. "Phillips curve in Brazil: an unobserved components approach," Working Papers Series 354, Central Bank of Brazil, Research Department.
- Olatunji Abdul Shobande, 2019. "Effect of Real Economy Predictors on Monetary Policy Responses: Testing Model Fits For OLS, IV and IV-GMM Estimators," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(3), pages 90-96, September.
- Christopher Malikane & Tshepo Mokoka, 2014. "The new Keynesian Phillips curve: endogeneity and misspecification," Applied Economics, Taylor & Francis Journals, vol. 46(25), pages 3082-3089, September.
- Junjie Guo & Juan Carlos Escanciano & Jinho Choi, 2017. "Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve," CAEPR Working Papers 2017-014, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Torój, Andrzej, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers 4, Ministry of Finance in Poland, revised 11 May 2010.
- Hoang‐Phuong Do & Aris Spanos, 2024. "Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 761-793, August.
- Aristidou, Chrystalleni, 2018. "The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 367-379.
- Alain Guay & Florian Pelgrin, 2016. "Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 344-372, March.
- Katarína Danišková & Jarko Fidrmuc, 2012. "Meta-Analysis of the New Keynesian Phillips Curve," Working Papers 314, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Ray Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Yale School of Management Working Papers amz2483, Yale School of Management, revised 01 Aug 2007.
- Jarko Fidrmuc & Katarína Danišková, 2020. "Meta-Analysis of the New Keynesian Phillips Curve in Developed and Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 10-31, January.
- Taremi, Mohammad & Esksndari, Farzad & Bameni Moghadam, Mohammad, 2016. "Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(3), pages 225-243, July.
- Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- Sophocles Mavroeidis, 2004.
"Weak Identification of Forward‐looking Models in Monetary Economics,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 609-635, September.
Cited by:
- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- James M. Nason & Gregor W. Smith, 2005.
"Identifying the New Keynesian Phillips curve,"
FRB Atlanta Working Paper
2005-01, Federal Reserve Bank of Atlanta.
- James M. Nason & Gregor W. Smith, 2005. "Identifying The New Keynesian Phillips Curve," Working Paper 1026, Economics Department, Queen's University.
- James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551.
- Ichiro Muto & Kohei Shintani, 2014.
"An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US,"
Bank of Japan Working Paper Series
14-E-4, Bank of Japan.
- Muto, Ichiro & Shintani, Kohei, 2014. "An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US," MPRA Paper 53934, University Library of Munich, Germany.
- Muto Ichiro & Shintani Kohei, 2020. "An empirical study on the New Keynesian wage Phillips curve: Japan and the US," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
- Benati, Luca, 2008.
"Investigating inflation persistence across monetary regimes,"
Working Paper Series
851, European Central Bank.
- Luca Benati, 2008. "Investigating Inflation Persistence Across Monetary Regimes," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(3), pages 1005-1060.
- Müller, Gernot J. & Kuester, Keith & Stölting, Sarah, 2007.
"Is the New Keynesian Phillips curve flat?,"
Working Paper Series
809, European Central Bank.
- Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009. "Is the New Keynesian Phillips curve flat?," Economics Letters, Elsevier, vol. 103(1), pages 39-41, April.
- George Monokroussos, 2006.
"Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy,"
Discussion Papers
06-02, University at Albany, SUNY, Department of Economics.
- George Monokroussos, 2011. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 519-534, March.
- George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics.
- George Monokroussos, 2011. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 519-534, March.
- Yuriy Gorodnichenko, 2007.
"Using Firm Optimization to Evaluate and Estimate Returns to Scale,"
NBER Working Papers
13666, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy, 2008. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," IZA Discussion Papers 3368, Institute of Labor Economics (IZA).
- Malikane, Christopher, 2012. "Inflation dynamics and the cost channel in emerging markets," MPRA Paper 42688, University Library of Munich, Germany.
- Mariano Kulish & Adrian Pagan, 2016.
"Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
- Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series 94, National Centre for Econometric Research.
- Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
- Roger Bjørnstad & Ragnar Nymoen, 2006. "Will it float? The New Keynesian Phillips curve tested on OECD panel data," Discussion Papers 463, Statistics Norway, Research Department.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"Observed Inflation Forecasts and the New Keynesian Phillips Curve,"
Economics Discussion Paper Series
0632, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The University of Manchester.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006. "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers 460, Statistics Norway, Research Department.
- Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010.
"The new Keynesian Phillips curve revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
- Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik, 2017. "Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument," MPRA Paper 79748, University Library of Munich, Germany.
- Bjørnstad, Roger & Nymoen, Ragnar, 2008.
"The New Keynesian Phillips curve tested on OECD panel data,"
Economics Discussion Papers
2008-4, Kiel Institute for the World Economy (IfW Kiel).
- Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips Curve Tested on OECD Panel Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-18.
- Fanelli, Luca, 2008.
"Evaluating New Keynesian Phillips Curve under VAR-Based Learning,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
- Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
- Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
- Joerg Scheibe & David Vines, 2005.
"A Phillips Curve For China,"
CAMA Working Papers
2005-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vines, David & Scheibe, Jörg, 2005. "A Phillips Curve for China," CEPR Discussion Papers 4957, C.E.P.R. Discussion Papers.
- Zhang, Chengsi & Dang, Chao, 2018. "Is monetary policy forward-looking in China?," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 4-14.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.
- Harun Mirza & Lidia Storjohann, 2014. "Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 643-664, June.
- David Cobham & Yue Kang, 2012.
"Time Horizons And Smoothing In the Bank of England's Reaction Function: The Contrast Between The Standard GMM And Ex Ante Forecast Approaches,"
Heriot-Watt University Economics Discussion Papers
1208, Department of Economics, School of Management and Languages, Heriot Watt University.
- David Cobham & Yue Kang, 2013. "Time Horizons and Smoothing in the Bank of England's Reaction Function: The Contrast Between the Standard GMM and Ex Ante Forecast Approaches," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 662-679, October.
- Juselius, Mikael, 2008.
"Testing the New Keynesian Model on U.S. and Euro Area Data,"
Economics Discussion Papers
2008-23, Kiel Institute for the World Economy (IfW Kiel).
- Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-26.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2012.
"Mis-specification Testing: Non-Invariance of Expectations Models of Inflation,"
Working Paper series
50_12, Rimini Centre for Economic Analysis.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014. "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 553-574, August.
- Firmin Doko Tchatoka, 2011.
"Subset hypotheses testing and instrument exclusion in the linear IV regression,"
Working Papers
10668, University of Tasmania, Tasmanian School of Business and Economics.
- Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
- Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
- Martin Fukac & Adrian Pagan, 2009.
"Structural Macro-Econometric Modelling in a Policy Environment,"
NCER Working Paper Series
50, National Centre for Econometric Research.
- Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
- Martin Fukac & Adrian Pagan, 2009. "Structural macro-wconometric modelling in a policy environment," Reserve Bank of New Zealand Discussion Paper Series DP2009/16, Reserve Bank of New Zealand.
- Bill Russell, Anindya Banerjee, 2006.
"The Long-Run Phillips Curve and Non-Stationary Inflation,"
Economics Working Papers
ECO2006/16, European University Institute.
- Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
- Malikane, Christopher & Mokoka, Tshepo, 2012. "Monetary policy credibility: A Phillips curve view," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 266-271.
- Caglayan, Mustafa & Jehan, Zainab & Mouratidis, Kostas, 2012. "Asymmetric monetary policy rules for open economies: Evidence from four countries," MPRA Paper 37401, University Library of Munich, Germany.
- Luca Fanelli, 2006.
"Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area,"
Quaderni di Dipartimento
0, Department of Statistics, University of Bologna.
- Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, February.
- Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
- Erika Gulyas & Richard Startz, 2005. "The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium," Working Papers UWEC-2005-25, University of Washington, Department of Economics.
- Shibamoto, Masahiko, 2008. "The estimation of monetary policy reaction function in a data-rich environment: The case of Japan," Japan and the World Economy, Elsevier, vol. 20(4), pages 497-520, December.
- Hardik A. Marfatia, 2021. "Is the future really observable? A practical approach to model monetary policy rules," Empirical Economics, Springer, vol. 61(3), pages 1189-1223, September.
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Malikane, Christopher, 2012.
"The microfoundations of the Keynesian wage-price spiral,"
MPRA Paper
42921, University Library of Munich, Germany, revised 29 Nov 2012.
- Malikane, Christopher, 2012. "The Microfoundations of the Keynesian Wage-Price Spiral," MPRA Paper 42923, University Library of Munich, Germany, revised 2012.
- P. Siklos & M. Bohl, 2006.
"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule,"
Working Papers
eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
- Pierre L. Siklos & Martin T. Bohl, 2007. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper series 32_07, Rimini Centre for Economic Analysis.
- Pierre Siklos & Martin Bohl, 2009. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, vol. 20(1), pages 39-59, February.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
- Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
- Poghosyan, Karen & Boldea, Otilia, 2013.
"Structural versus matching estimation: Transmission mechanisms in Armenia,"
Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
- Guido Ascari & Nicola Branzoli, 2010.
"Inflation persistence, Price Indexation and Optimal Simple Interest Rate Rules,"
Quaderni di Dipartimento
129, University of Pavia, Department of Economics and Quantitative Methods.
- Guido Ascari & Nicola Branzoli, 2015. "Inflation Persistence, Price Indexation and Optimal Simple Interest Rate Rules," Manchester School, University of Manchester, vol. 83, pages 1-30, September.
- Malikane, Christopher, 2013.
"A New Keynesian Triangle Phillips Curve,"
MPRA Paper
43548, University Library of Munich, Germany.
- Malikane, Christopher, 2014. "A new Keynesian triangle Phillips curve," Economic Modelling, Elsevier, vol. 43(C), pages 247-255.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2011.
"A Multiple Break Panel Approach To Estimating United States Phillips Curves,"
Dundee Discussion Papers in Economics
252, Economic Studies, University of Dundee.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 232, Economic Studies, University of Dundee.
- Russell, Bill & Banerjee, Anindya & Malki, Issam & Ponomareva, Natalia, 2011. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," SIRE Discussion Papers 2012-27, Scottish Institute for Research in Economics (SIRE).
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," Discussion Papers 10-14, Department of Economics, University of Birmingham.
- Toshitaka Sekine & Yuki Teranishi, 2008. "Inflation Targeting and Monetary Policy Activism," IMES Discussion Paper Series 08-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
- Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
- Zhang, Chengsi & Dang, Chao, 2018. "Is Chinese monetary policy forward-looking?," BOFIT Discussion Papers 6/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.
- Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
- Russell, Bill, 2011.
"Non-stationary inflation and panel estimates of United States short and long-run Phillips curves,"
Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
- Bill Russell, 2007. "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Dundee Discussion Papers in Economics 200, Economic Studies, University of Dundee.
- Borek Vasicek, 2009.
"Inflation dynamics and the New Keynesian Phillips curve in EU-4,"
William Davidson Institute Working Papers Series
wp971, William Davidson Institute at the University of Michigan.
- Borek Vašícek, 2011. "Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(5), pages 71-100, September.
- Borek Vasícek, 2009. "Inflation dynamics and the New Keynesian Phillips curve in EU-4," Working Papers wpdea0912, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Mirza, Harun & Storjohann, Lidia, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers 13/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Christopher Malikane & Tshepo Mokoka, 2014. "The new Keynesian Phillips curve: endogeneity and misspecification," Applied Economics, Taylor & Francis Journals, vol. 46(25), pages 3082-3089, September.
- Castelnuovo, Efrem, 2009.
"Testing the structural interpretation of the price puzzle with a cost channel model,"
Bank of Finland Research Discussion Papers
20/2009, Bank of Finland.
- Efrem Castelnuovo, 2012. "Testing the Structural Interpretation of the Price Puzzle with a Cost-Channel Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 425-452, June.
- Tillmann, Peter, 2005.
"The New Keynesian Phillips Curve in Europe: does it fit or does it fail?,"
Discussion Paper Series 1: Economic Studies
2005,04, Deutsche Bundesbank.
- Peter Tillmann, 2009. "The New Keynesian Phillips curve in Europe: does it fit or does it fail?," Empirical Economics, Springer, vol. 37(3), pages 463-473, December.
- Bohl, Martin T. & Siklos, Pierre L., 2005. "The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank," Working Paper Series 2005,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.