Identifying the Phillips curve through shifts in volatility
Year of publication: |
2012
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Authors: | Kajuth, Florian |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 34.2012, 4, p. 975-991
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Subject: | Phillips curve | Inlation-unemployment trade-off | State-space estimation | Identification through heteroskedasticity | Phillips-Kurve | Schätzung | Estimation | Volatilität | Volatility | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Strukturbruch | Structural break | Zustandsraummodell | State space model |
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