A tale of two correlations: evidence and theory regarding the phase shift between the price level and output

DOI10.1016/J.JEDC.2016.03.004zbMath1401.91272OpenAlexW2331520264MaRDI QIDQ1656790

Joseph H. Haslag, William A. Brock

Publication date: 10 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2016.03.004

zbMATH Keywords

filtermodel uncertaintyoutputprice level

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (1)

Modeling time-variation over the business cycle (1960--2017): an international perspective

Cites Work

• Unnamed Item
• Model uncertainty and policy evaluation: some theory and empirics
• Heterogeneous expectations in monetary DSGE models
• Monetary policy and heterogeneous expectations
• Animal spirits and monetary policy
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Equilibrium Price Dispersion
• A Rational Route to Randomness
• Recent developments in bootstrapping time series
• Relative-Price Changes as Aggregate Supply Shocks
• Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate

This page was built for publication: A tale of two correlations: evidence and theory regarding the phase shift between the price level and output