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Identifying the new Keynesian Phillips curve

Nason, James Michael (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002583449

The New Keynesian Phillips curve : lessons from single-equation econometric estimation

Nason, James Michael; Smith, Gregor W. - In: Economic quarterly 94 (2008) 4, pp. 361-395

Persistent link: https://www.econbiz.de/10003871595

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

Reverse Kalman filtering US inflation with sticky professional forecasts

Nason, James Michael; Smith, Gregor W. - 2013

Persistent link: https://www.econbiz.de/10010198140

Measuring the slowly evolving trend in US inflation with professional forecasts

Nason, James Michael; Smith, Gregor W. - 2013 - October 2013 ; first version September 2012

We provide a new way to filter US inflation into trend and cycle components, based on extracting long-run forecasts from the Survey of Professional Forecasters. We operate the Kalman filter in reverse, beginning with observed forecasts, then estimating parameters, and then extracting the...

Persistent link: https://www.econbiz.de/10009788463