Econometric inflation targeting

DOI10.1111/1368-423X.t01-1-00118zbMath1065.91530OpenAlexW2096910015MaRDI QIDQ4458368

Eilev S. Jansen, Gunnar Bårdsen, Ragnar Nymoen

Publication date: 17 March 2004

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.t01-1-00118

zbMATH Keywords

cointegrationmonetary policydynamic modellingwages and prices

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Likelihood-Based Inference for Weak Exogeneity inI(2) Cointegrated VAR Models

Cites Work

• Unnamed Item
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Statistical analysis of cointegration vectors
• Cointegration in partial systems and the efficiency of single-equation analysis
• Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
• Statistical Issues in Macroeconomic Modelling^*
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

This page was built for publication: Econometric inflation targeting