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Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve
Richard A. Ashley.; Randall J. Verbrugge. - Department of Economics, Virginia Polytechnic Institute … - 2006
Persistent link: https://www.econbiz.de/10005247755
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Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series
Richard A. Ashley.; Verbrugge, Randall J. - Department of Economics, Virginia Polytechnic Institute … - 2006
Persistent link: https://www.econbiz.de/10005704245
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Frequency Dependence in a Real-Time Monetary Policy Rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal J. - Department of Economics, Virginia Polytechnic Institute … - 2013
We estimate a monetary policy rule for the US allowing for possible frequency de- pendence - i.e., allowing the central bank to respond differently to persistent innovations than to transitory innovations, in both the real-time unemployment rate and the real-time inflation rate. The estimation...
Persistent link: https://www.econbiz.de/10010778621
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Frequency Dependence in a Real-Time Monetary Policy Rule
Ashley, Richard; Tsang, Kwok Ping; Verbrugge, Randal J. - Department of Economics, Virginia Polytechnic Institute … - 2010
We estimate a monetary policy rule allowing for possible frequency dependence - i.e. allowing the central bank to respond di¤erently to persistent innovations than to transitory innovations, in both the real-time unemployment rate and the real-time inflation rate. The method is flexible, and...
Persistent link: https://www.econbiz.de/10008611363
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Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback.
Ashley, Richard A.; Randall J. Verbrugge. - Department of Economics, Virginia Polytechnic Institute … - 2006
Persistent link: https://www.econbiz.de/10005572060