Estimation uncertainty in structural inflation models with real wage rigidities

DOI10.1016/J.CSDA.2009.04.007MaRDI QIDQ2445709zbMATH OpenOpenAlexFDO

Authors Jean-Marie Dufour, Lynda Khalaf, Maral Kichian

Publication date 14 April 2014

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.04.007

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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• Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation
• Real wage rigidities and disinflation dynamics: Calvo vs. Rotemberg pricing
• Employment adjustments noise and the expecfed rate of inflation in a simple inflation-unemployment model

Cites work

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• Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
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• scientific article; zbMATH DE number 3938216 (Why is no real title available?)
• Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
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• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• Testing Parameters in GMM Without Assuming that They Are Identified
• The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
• Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks

Cited in

(3)

• Employment adjustments noise and the expecfed rate of inflation in a simple inflation-unemployment model
• On the precision of Calvo parameter estimates in structural NKPC models
• Nominal vs real wage rigidities in New Keynesian models with hiring costs: a Bayesian evaluation

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