The New Keynesian Phillips curve revisited

DOI10.1016/J.JEDC.2010.01.001zbMATH Open1202.91183OpenAlexW1977822735MaRDI QIDQ964556FDOQ964556

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

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

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)

Cites Work

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

Cited In (25)

• Globalisation and the slope of the Phillips curve
• Assessment of hybrid Phillips curve specifications
• Inflation Dynamics of Turkey: A Structural Estimation
• A simple test of the New Keynesian Phillips curve
• The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation
• New Keynesian theory and the new Phillips curves: a competing approach
• 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
• Issues in estimating New Keynesian Phillips curves in the presence of unknown structural change
• Efficient estimation with time-varying information and the New Keynesian Phillips curve
• 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
• Semi-structural forecasting of UK inflation based on the hybrid New Keynesian Phillips curve
• Supply-side refinements and the 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

Uses Software

• R
• PcGive

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