Autoregression-based estimation of the New Keynesian Phillips curve
From MaRDI portal
Publication:318369
DOI10.1016/j.jedc.2012.09.008zbMath1346.91192WikidataQ61626476 ScholiaQ61626476MaRDI QIDQ318369
Publication date: 5 October 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10138/25872
91B84: Economic time series analysis
91B64: Macroeconomic theory (monetary models, models of taxation)
91B82: Statistical methods; economic indices and measures
Related Items
Forecasting with a noncausal VAR model, Noncausality and inflation persistence, Selecting between causal and noncausal models with quantile autoregressions
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Maximum likelihood estimation for noncausal autoregressive processes
- Maximum likelihood estimation for all-pass time series models
- Factor analysis in a model with rational expectations
- Automatic Lag Selection in Covariance Matrix Estimation
- Noncausal Autoregressions for Economic Time Series