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The Non-Linear Long-Run Phillips Curve: Implications for Monetary Policy.

Russell, B. - Department of Economics, Oxford University - 1996

A Layard/Nickell imperfect competition model is used to derive the long-run Phillips Curve (LRPC).

Persistent link: https://www.econbiz.de/10005047876

Statistical algorithms for models in state space using SsfPack 2.2

Shephard, Neil; Doornik, Jurgen; Koopman, Siem Jan - Department of Economics, Oxford University - 1998

This paper discusses and documents the algorithms of SsfPack 2.2. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form. The emphasis is on documenting the link we have made to the Ox computing...

Persistent link: https://www.econbiz.de/10010605168

Forecasting in Cointegrated Systems.

Clements, M.P.; Hendry, D.F. - Department of Economics, Oxford University - 1992

Persistent link: https://www.econbiz.de/10004970288

The Econometrics of Panel Data: A Selective Introduction.

Urga, G. - Department of Economics, Oxford University - 1992

Persistent link: https://www.econbiz.de/10004970294

Costs and Benefits of Incorporating Asset Markets into CGE Models: Evidence and Design Issues.

Adam, C.S.; Bevan, D.L. - Department of Economics, Oxford University - 1998

This paper discusses how a consistent treatment of asset markets may be integrated into standard trade-focussed CGE models. Starting from a core specification of the real economy, calibrated to data for Zambia in the mid-1990s, the paper examines the properties of a hierarchy of models which...

Persistent link: https://www.econbiz.de/10004970295