The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation

DOI10.1007/S00199-006-0100-ZMaRDI QIDQ873889zbMATH OpenOpenAlexFDO

Authors P. A. V. B. Swamy, George S. Tavlas

Publication date 20 March 2007

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL http://www.bankofgreece.gr/BogEkdoseis/Paper200634.pdf

zbMATH Keywords

spurious correlation``objective probabilitycoefficient driverinflation-unemployment trade-offrational expectationtime-varying-coefficient model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3514748 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 3085148 (Why is no real title available?)
• A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION
• A computational approach to finding causal economic laws
• Causal Inference Using Potential Outcomes
• Circumstances in which different criteria of estimation can be applied to estimate policy effects
• Linear Statistical Inference and its Applications
• Theoretical conditions under which monetary policies are effective and practical obstacles to their verification

Cited in

(20)

• The New Keynesian Phillips curve revisited
• The implications of inflation in an estimated New Keynesian model
• Misspecification testing: non-invariance of expectations models of inflation
• Assessment of hybrid Phillips curve specifications
• A simple test of the New Keynesian Phillips curve
• The condemned live longer -- new evidence of the New Keynesian Phillips curve in central and Eastern Europe
• New Keynesian theory and the new Phillips curves: a competing approach
• Efficient estimation with time-varying information and the New Keynesian Phillips curve
• Issues in estimating New Keynesian Phillips curves in the presence of unknown structural change
• The Phillips curve at 65: time for time and frequency
• The dynamic properties of alternative assumptions on price adjustment in New Keynesian models
• Autoregression-based estimation of the New Keynesian Phillips curve
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
• Supply-side refinements and the New Keynesian Phillips curve
• Semi-structural forecasting of UK inflation based on the hybrid New Keynesian Phillips curve
• The imperfect-common-knowledge Phillips curve: Calvo vs Rotemberg
• THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE
• The New Keynesian Phillips curve with myopic agents
• Dampened expectations in the Phillips Curve: a note
• Partial indexation, trend inflation, and the hybrid Phillips curve

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