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The P* model of inflation revisited

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  • Evan F. Koenig

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  • Evan F. Koenig, 1994. "The P* model of inflation revisited," Working Papers 9414, Federal Reserve Bank of Dallas.
    • Handle: RePEc:fip:feddwp:94-14
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    References listed on IDEAS

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    1. Becsi, Zsolt & Duca, John V., 1994. "Adding bond funds to M2 in the P-Star model of inflation," Economics Letters, Elsevier, vol. 46(2), pages 143-147, October.
    2. Elyasiani, Elyas & Nasseh, Alireza, 1994. "The Appropriate Scale Variable in the U.S. Money Demand: An Application of Nonnnested Tests of Consumption versus Income Measures," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 47-55, January.
    3. Duca, John V., 1993. "RTC activity and the 'missing M2'," Economics Letters, Elsevier, vol. 41(1), pages 67-71.
    4. Hallman, Jeffrey J & Porter, Richard D & Small, David H, 1991. "Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run?," American Economic Review, American Economic Association, vol. 81(4), pages 841-858, September.
    5. Martin Feldstein & James H. Stock, 1994. "The Use of a Monetary Aggregate to Target Nominal GDP," NBER Chapters, in: Monetary Policy, pages 7-69, National Bureau of Economic Research, Inc.
    6. Kenneth N. Kuttner, 1990. "Inflation and the growth rate of money," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 14(Jan), pages 2-11.
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    Cited by:

    1. Orphanides, Athanasios & Porter, Richard D., 2000. "P revisited: money-based inflation forecasts with a changing equilibrium velocity," Journal of Economics and Business, Elsevier, vol. 52(1-2), pages 87-100.

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    Keywords

    Inflation (Finance); P-star;

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