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Thai inflation dynamics in a globalized economy
Pym Manopimoke - In: Journal of the Asia Pacific economy 23 (2018) 3, pp. 465-495
Persistent link: https://www.econbiz.de/10012131172
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Decomposing the output gap with inflation learning
Panovska, Irina; Ramamurthy, Srikanth - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013393796
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Measuring the output gap using stochastic model specification search
Chan, Joshua; Grant, Angelia L. - 2017
Persistent link: https://www.econbiz.de/10011748515
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Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
Kim, Chang-Jin; Manopimoke, Pym; Nelson, Charles R. - Institute of Economic Research, Korea University - 2013
In this paper, we investigate the nature of structural breaks in inflation by estimating a version of the New Keynesian … Phillips curve (NKPC) in the presence of a unit root in inflation. We show that, with a unit root in inflation, the NKPC … correlated (or a component of inflation that is not explained by the conventional forward-looking NKPC). Our empirical results …
Persistent link: https://www.econbiz.de/10010711823
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Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
Kim, Chang-Jin; Manopimoke, Pym; Nelson, Charles - Volkswirtschaftliche Fakultät, … - 2013
In this paper, we investigate the nature of structural breaks in inflation by estimating a version of the New Keynesian … Phillips curve (NKPC) in the presence of a unit root in inflation. We show that, with a unit root in inflation, the NKPC … correlated (or a component of inflation that is not explained by the conventional forward-looking NKPC). Our empirical results …
Persistent link: https://www.econbiz.de/10011108918
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Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach
Willems, Tim - Tinbergen Instituut - 2009
As both the natural level of output and the New Keynesian output gap cannot be observed in practice, there is quite some debate on the question how these variables look like in practice. Rather than taking the standard approach of using a time trend or the HP-filter to obtain estimates of these...
Persistent link: https://www.econbiz.de/10011256869
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Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach
Willems, Tim - 2009
As both the natural level of output and the New Keynesian output gap cannot be observed in practice, there is quite some debate on the question how these variables look like in practice. Rather than taking the standard approach of using a time trend or the HP-filter to obtain estimates of these...
Persistent link: https://www.econbiz.de/10010325777
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Visualizing the Invisible: Estimating The New Keynesian Output Gap Via A Bayesian Approach
Willems, Tim - Tinbergen Institute - 2009
As both the natural level of output and the New Keynesian output gap cannot be observed in practice, there is quite some debate on the question how these variables look like in practice. Rather than taking the standard approach of using a time trend or the HP-filter to obtain estimates of these...
Persistent link: https://www.econbiz.de/10004987450
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Visualizing the invisible : estimating the New Keynesian output gap via a Bayesian approach
Willems, Tim - 2010
As both the natural level of output and the New Keynesian output gap cannot be observed in practice, there is quite some debate on the question how these variables look like in practice. Rather than taking the standard approach of using a time trend or the HP-filter to obtain estimates of these...
Persistent link: https://www.econbiz.de/10011378920
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An output gap measure for the euro area : exploiting country-level and cross-sectional data heterogeneity
Manuel, González-Astudillo, - 2018
heterogeneity. On the one hand, the method uses information on real GDP, inflation, and the unemployment rate for each member state …
Persistent link: https://www.econbiz.de/10011932248