Natural rate doubts
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Publication:1017004
DOI10.1016/J.JEDC.2005.10.009zbMATH Open1163.91383OpenAlexW3125697692MaRDI QIDQ1017004FDOQ1017004
Authors: Andreas Beyer, Roger E. A. Farmer 
Publication date: 18 May 2009
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.10.009
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Cites Work
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Statistical analysis of cointegration vectors
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Testing for the Constancy of Parameters Over Time
- Testing For and Dating Common Breaks in Multivariate Time Series
- Some tests for parameter constancy in cointegrated VAR‐models
- The role of the constant and linear terms in cointegration analysis of nonstationary variables
- Identification of the long-run and the short-run structure. An application to the ISLM model
- The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
Cited In (6)
- Factor analysis in a model with rational expectations
- The Modigliani `puzzle'.
- The Phillips curve at 65: time for time and frequency
- Comments on ``Keynesian economics without the Phillips curve by R. E. A. Farmer and G. Nicolò
- Keynesian economics without the Phillips curve
- Uncertainties surrounding natural rate estimates in the G7
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