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Weak identification of forward-looking models in monetary economics

Mavroeidis, Sophocles - In: Oxford bulletin of economics and statistics 66 (2004), pp. 609-635

Persistent link: https://www.econbiz.de/10002243085

Testing the new Keynesian Phillips curve without assuming identification

Mavroeidis, Sophocles (contributor) - 2006

Persistent link: https://www.econbiz.de/10003337357

Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve

Mavroeidis, Sophocles - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 421-448

Persistent link: https://www.econbiz.de/10003012673

Identification issues in limited-information Bayesian analysis of structural macroeconomic models

Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of applied econometrics 29 (2014) 7, pp. 1183-1209

Persistent link: https://www.econbiz.de/10010492685

Learning can generate long memory

Chevillon, Guillaume; Mavroeidis, Sophocles - In: Journal of econometrics 198 (2017) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10011818365

Comment to "Weak instruments robust tests in GMM and the new Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis

Canova, Fabio - 2009

Persistent link: https://www.econbiz.de/10008664763

Identification-robust minimum distance estimation of the New Keynesian Phillips Curve

Magnusson, Leandro M.; Mavroeidis, Sophocles - In: Journal of money, credit and banking : JMCB 42 (2010) 2/3, pp. 465-481

Persistent link: https://www.econbiz.de/10003962351

Empirical evidence on inflation expectations in the New Keynesian Phillips curve

Mavroeidis, Sophocles; Plagborg-Møller, Mikkel; Stock, … - In: Journal of economic literature 52 (2014) 1, pp. 124-188

Persistent link: https://www.econbiz.de/10010477644

Weak instrument robust tests in GMM and the new Keynesian Phillips curve

Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 293-339

Persistent link: https://www.econbiz.de/10003893878

Testing the New Keynesian Phillips Curve Without Assuming Identification

Mavroeidis, Sophocles - 2007

We re-examine the evidence on the new Phillips curve model of Gali and Gertler (Journal of Monetary Economics 1999) using the conditional score test of Kleibergen (Econometrica 2005),which is robust to weak identification. In contrast to earlier studies, we find that US postwar data are...

Persistent link: https://www.econbiz.de/10014057899