The New Keynesian Phillips curve revisited

DOI10.1016/J.JEDC.2010.01.001MaRDI QIDQ964556zbMATH OpenOpenAlexFDO

Authors Pål Boug, Ådne Cappelen, Anders Rygh Swensen

Publication date 22 April 2010

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11250/180855

zbMATH Keywords

vector autoregressive modelsNew Keynesian Phillips curveEuropean and US inflationexact and inexact rational expectationslikelihood based methods

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic dynamics (91B55)

Recommendations

• Autoregression-based estimation of the New Keynesian Phillips curve
• THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE
• The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
• Assessment of hybrid Phillips curve specifications

Cites work

• Econometric specification of stochastic discount factor models
• Econometric tests of rationality and market efficiency
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
• Optimal price setting and inflation inertia in a rational expectations model
• Testing exact rational expectations in cointegrated vector autoregressive models
• VAR-based estimation of Euler equations with an application to New Keynesian pricing

Cited in

(25)

• Globalisation and the slope of the Phillips curve
• Assessment of hybrid Phillips curve specifications
• The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation
• A simple test of the New Keynesian Phillips curve
• Inflation Dynamics of Turkey: A Structural Estimation
• Some exact and inexact linear rational expectation models in vector autoregressive models
• 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
• GMM estimation of the new Phillips curve.
• Autoregression-based estimation of the New Keynesian Phillips curve
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
• VAR-based estimation of Euler equations with an application to New Keynesian pricing
• Supply-side refinements and the New Keynesian Phillips curve
• Semi-structural forecasting of UK inflation based on the hybrid New Keynesian Phillips curve
• Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
• Coins, Covid, Keynes and K-shaped recovery
• 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
• Structural estimation of the new-Keynesian model: a formal test of backward- and forward-looking behavior
• Is the backward-looking component important in a New Keynesian Phillips curve?
• Partial indexation, trend inflation, and the hybrid Phillips curve

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