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Measuring the slowly evolving trend in US inflation with professional forecasts

Nason, James M.; Smith, Gregor W. - In: Journal of Applied Econometrics 36 (2020) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012273448

Great moderation(s) and US interest rates : unconditional evidence

Nason, James Michael; Smith, Gregor W. - In: The B.E. journal of macroeconomics 8 (2008) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009576199

Identifying the new Keynesian Phillips curve

Nason, James M.; Smith, Gregor W. - In: Journal of Applied Econometrics 23 (2008) 5, pp. 525-551

Phillips curves are central to discussions of inflation dynamics and monetary policy. The hybrid new Keynesian Phillips curve (NKPC) describes how past inflation, expected future inflation, and a measure of real aggregate demand drive the current inflation rate. This paper studies the...

Persistent link: https://www.econbiz.de/10005252065

UK inflation dynamics since the thirteenth century

Nason, James Michael; Smith, Gregor W. - In: International economic review 64 (2023) 4, pp. 1595-1614

Persistent link: https://www.econbiz.de/10014436859

Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies

DEVEREUX, MICHAEL B.; SMITH, GREGOR W. - In: Journal of Money, Credit and Banking 53 (2021) 2-3, pp. 589-596

Persistent link: https://www.econbiz.de/10012537980

Geographic barriers to commodity price integration : evidence from US cities and Swedish towns, 1732 - 1860

Crucini, Mario J.; Smith, Gregor W. - 2014

Persistent link: https://www.econbiz.de/10010386633

Distance and time effects in Swedish commodity prices, 1732- 1914

Crucini, Mario J.; Smith, Gregor W. - 2016

Persistent link: https://www.econbiz.de/10011474780

Early globalization and the law of one price : evidence from Sweden, 1732-1914

Crucini, Mario J.; Smith, Gregor W. - In: East Asian economic review 20 (2016) 4, pp. 427-445

Persistent link: https://www.econbiz.de/10011613443

Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732-1860

Crucini, Mario John; Smith, Gregor W. - National Bureau of Economic Research (NBER) - 2014

We study the role of distance and time in statistically explaining price dispersion for 14 commodities from 1732 to 1860. The prices are reported for US cities and Swedish market towns, so we can compare international and intranational dispersion. Distance and commodity-specific fixed effects...

Persistent link: https://www.econbiz.de/10010950996

Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence

Gregory, Allan W.; Lamarche, Jean-Francois; Smith, Gregor W. - In: Journal of Econometrics 107 (2002) 1-2, pp. 213-233

Persistent link: https://www.econbiz.de/10005239024