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Identification of new Keynesian Phillips Curves from a global perspective
Dees, Stephane; Pesaran, Mohammad Hashem; Smith, L. Vanessa - 2008
is whether such equations are identified. To check identification requires specifying the process for the forcing … is estimated by GMM, relying on statistical criteria to choose instruments. This may result in failure of identification …
Persistent link: https://www.econbiz.de/10010276218
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Advances in estimating the Phillips curve
Guirguis, Hany S.; Suen, Tin Shan - In: Journal of applied economics 25 (2022) 1, pp. 621-642
Many studies have documented the missing relationship between PCE inflation and the labor market slack in the last 20 years. This paper first presents evidence of a strong sensitivity of price inflation to labor market tightness once we remove the late 90s from our sample and account for the...
Persistent link: https://www.econbiz.de/10013177103
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Generalized band spectrum estimation with an application to the New Keynesian Phillips curve
Choi, Jinho; Escanciano, Juan Carlos; Guo, Junjie - In: Journal of applied econometrics 37 (2022) 5, pp. 1055-1078
Persistent link: https://www.econbiz.de/10013464648
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Common trends and common cycles in stock markets
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan - In: Economic modelling 35 (2013), pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
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Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke; Vorada Limjaroenrat - In: Economic modelling 65 (2017), pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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Estimating structural budget balances in developing Asia
Jalles, João Tovar - 2024
-based approach can complement the suggested identification based on large changes in cyclically adjusted government capital transfers …
Persistent link: https://www.econbiz.de/10014507176
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Estimation of the potential GDP by a new robust filter method
Gyurkovics, Éva; Takács, Tibor - In: Central European journal of operations research 31 (2023) 4, pp. 1183-1207
Persistent link: https://www.econbiz.de/10014393025
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A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.; Trung Duc Tran; Wong, Benjamin - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 665-680
Persistent link: https://www.econbiz.de/10015053441