Narrow search
Showing 1 - 10 of 154
Cover Image
Measuring the slowly evolving trend in US inflation with professional forecasts
Nason, James M.; Smith, Gregor W. - In: Journal of Applied Econometrics 36 (2020) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012273448
Cover Image
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
Cover Image
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
Cover Image
Identifying the new Keynesian Phillips curve
Nason, James Michael; Smith, Gregor W. - In: Journal of applied econometrics 23 (2008) 5, pp. 525-551
Persistent link: https://www.econbiz.de/10003760412
Cover Image
Identifying the new Keynesian Phillips curve
Nason, James M.; Smith, Gregor W. - In: Journal of Applied Econometrics 23 (2008) 5, pp. 525-551
Phillips curves are central to discussions of inflation dynamics and monetary policy. The hybrid new Keynesian Phillips curve (NKPC) describes how past inflation, expected future inflation, and a measure of real aggregate demand drive the current inflation rate. This paper studies the...
Persistent link: https://www.econbiz.de/10005252065
Cover Image
The New Keynesian Phillips curve : lessons from single-equation econometric estimation
Nason, James M.; Smith, Gregor W. - In: Economic quarterly 94 (2008) 4, pp. 361-395
Persistent link: https://www.econbiz.de/10009922854
Cover Image
Identifying the new Keynesian Phillips curve
Nason, James M.; Smith, Gregor W. - In: Journal of applied econometrics 23 (2008) 5, pp. 525-552
Persistent link: https://www.econbiz.de/10008092825
Cover Image
UK inflation dynamics since the thirteenth century
Nason, James Michael; Smith, Gregor W. - In: International economic review 64 (2023) 4, pp. 1595-1614
Persistent link: https://www.econbiz.de/10014436859
Cover Image
The New Keynesian Phillips curve : lessons from single-equation econometric estimation
Nason, James M.; Smith, Gregor W. - In: Economic Quarterly (2008) Fall, pp. 361-395
We review single-equation methods for estimating the hybrid New Keynesian Phillips curve (NKPC) and then apply those methods to U.S. quarterly data for 1955?2007. Estimating the hybrid NKPC by the generalized method of moments yields stable coefficients with a large role for expected future...
Persistent link: https://www.econbiz.de/10004998174
Cover Image
Pooling forecasts in linear rational expectations models
Smith, Gregor W. - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1858-1866
Persistent link: https://www.econbiz.de/10003888566