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Misspecification testing : non-invariance of expectations models of inflation

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574

Persistent link: https://www.econbiz.de/10010360791

Testing the invariance of expectations models of inflation

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - 2010

Persistent link: https://www.econbiz.de/10008748093

Testing the invariance of expectations models of inflation

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - 2010 - Publisert 23. des. 2010 11:56 - Sist endret 3. jan. 2011 10:55

The new-Keynesian Phillips curve (NKPC) includes expected future inflation to explain current inflation. Such models are estimated by replacing the expected value by the future outcome, using Instrumental Variables or Generalized Method of Momentsmethods. However, the underlying theory does not...

Persistent link: https://www.econbiz.de/10008772874

Forecasting UK inflation :the roles of structural breaks and time disaggregation

Castle, Jennifer L. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003424890

The historical role of energy in UK inflation and productivity and implications for price inflation in 2022

Castle, Jennifer; Hendry, David F.; Martinez, Andrew B. - 2022

Persistent link: https://www.econbiz.de/10013431437

The historical role of energy in UK inflation and productivity with implications for price inflation

Castle, Jennifer; Hendry, David F.; Martinez, Andrew B. - In: Energy economics 126 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014483512

Multimodality in GARCH regression models

Doornik, Jurgen A.; Ooms, Marius - In: International journal of forecasting 24 (2008) 3, pp. 432-448

Persistent link: https://www.econbiz.de/10003764109

Inference and forecasting for ARFIMA models with an application to US and UK inflation

Doornik, Jurgen A. (contributor); Ooms, Marius (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2

Persistent link: https://www.econbiz.de/10002652109

Does money determine UK inflation over the long run?

Hendry, David F. - 2000

Persistent link: https://www.econbiz.de/10003037679

Modelling UK inflation, 1875 - 1991

Hendry, David F. - In: Journal of applied econometrics 16 (2001) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001591879

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