[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. (). Plagborg-Moller, Mikkel ; Mavroeidis, Sophocles ; Stock, James H. ; Plagborg-Mller, Mikkel .
In: Working Paper.
RePEc:qsh:wpaper:84656.

Full description at Econpapers || Download paper

Cited: 148

Citations received by this document

Cites: 185

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Long?term inflation expectations and inflation dynamics. (2022). Pétursson, Thórarinn.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:158-174.

    Full description at Econpapers || Download paper

  2. The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times. (2022). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:29785.

    Full description at Econpapers || Download paper

  3. Agriculture and inflation: Expected and unexpected shocks. (2022). Silva, Adriana Ferreira ; Castro, Nicole Renno ; Carrara, Aniela Fagundes ; de Camargo, Geraldo Santana.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:83:y:2022:i:c:p:178-188.

    Full description at Econpapers || Download paper

  4. A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet.
    In: Papers.
    RePEc:arx:papers:2202.04146.

    Full description at Econpapers || Download paper

  5. Analysing euro area inflation outlook with the Phillips curve. (2021). Vilmi, Lauri ; Oinonen, Sami.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:52021.

    Full description at Econpapers || Download paper

  6. Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy. (2021). McKay, Alisdair ; Wieland, Johannes F.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:6:p:2717-2749.

    Full description at Econpapers || Download paper

  7. Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi.
    In: Working Papers on Central Bank Communication.
    RePEc:upd:utmpwp:030.

    Full description at Econpapers || Download paper

  8. Imperfect Credibility versus No Credibility of Optimal Monetary Policy. (2021). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: MPRA Paper.
    RePEc:pra:mprapa:104516.

    Full description at Econpapers || Download paper

  9. The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe. (2021). Ertl, Martin ; Zobl, Franz Xaver.
    In: Open Economies Review.
    RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-020-09604-4.

    Full description at Econpapers || Download paper

  10. Inflation and Unemployment, new insights during the EMU accession. (2021). Combes, Jean-Louis ; Lesuisse, Pierre.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03216478.

    Full description at Econpapers || Download paper

  11. Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands. (2021). Sharma, Parmendra ; Rohoia, Angeline B.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:448-:d:638092.

    Full description at Econpapers || Download paper

  12. Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy. (2021). Wieland, Johannes ; McKay, Alisdair.
    In: Staff Report.
    RePEc:fip:fedmsr:89902.

    Full description at Econpapers || Download paper

  13. Policy Rules and Economic Performance. (2021). Prodan, Ruxandra ; Papell, David H ; Nikolsko-Rzhevskyy, Alex.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000045.

    Full description at Econpapers || Download paper

  14. Ties that bind: Estimating the natural rate of interest for small open economies. (2021). Martínez García, Enrique ; Grossman, Valerie ; Wynne, Mark A ; Martinez-Garcia, Enrique ; Zhang, Ren.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302710.

    Full description at Econpapers || Download paper

  15. Forecasting annual inflation in Suriname. (2021). Franses, Philip Hans ; Bhaghoe, Sailesh ; Ooft, Gavin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000767.

    Full description at Econpapers || Download paper

  16. Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

    Full description at Econpapers || Download paper

  17. Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
  18. Revisiting intertemporal elasticity of substitution in a sticky price model. (2021). Vahamaa, Oskari ; Vilmunen, Jouko ; Kilponen, Juha.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2021_009.

    Full description at Econpapers || Download paper

  19. Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago.
    In: Working papers.
    RePEc:bfr:banfra:819.

    Full description at Econpapers || Download paper

  20. Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:2104.

    Full description at Econpapers || Download paper

  21. Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson.
    In: Working Papers.
    RePEc:aut:wpaper:202101.

    Full description at Econpapers || Download paper

  22. Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D.
    In: Papers.
    RePEc:arx:papers:2109.08109.

    Full description at Econpapers || Download paper

  23. Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido.
    In: Papers.
    RePEc:arx:papers:2107.08713.

    Full description at Econpapers || Download paper

  24. Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank.
    In: Papers.
    RePEc:arx:papers:2105.08345.

    Full description at Econpapers || Download paper

  25. Bounded rationality in Keynesian beauty contests: A lesson for central bankers?. (2020). Mauersberger, Felix ; Buhren, Christoph ; Nagel, Rosemarie.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:202016.

    Full description at Econpapers || Download paper

  26. Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:213930.

    Full description at Econpapers || Download paper

  27. Ramsey Optimal Policy in the New-Keynesian Model with Public Debt. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: MPRA Paper.
    RePEc:pra:mprapa:104536.

    Full description at Econpapers || Download paper

  28. Interindustry linkages of prices—Analysis of Japan’s deflation. (2020). Yoshikawa, Hiroshi ; Fujiwara, Yoshi ; Aoyama, Hideaki ; Iyetomi, Hiroshi ; Kichikawa, Yuichi.
    In: PLOS ONE.
    RePEc:plo:pone00:0228026.

    Full description at Econpapers || Download paper

  29. A Systemic Approach to Estimating the Output Gap for the Italian Economy. (2020). Proietti, Tommaso ; Monteforte, Libero ; Frale, Cecilia ; Fioramanti, Marco .
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:62:y:2020:i:3:d:10.1057_s41294-020-00127-y.

    Full description at Econpapers || Download paper

  30. What’s up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27003.

    Full description at Econpapers || Download paper

  31. Price-setting and economic slack: Evidence from firm-level survey data. (2020). Frohm, Erik.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301610.

    Full description at Econpapers || Download paper

  32. Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

    Full description at Econpapers || Download paper

  33. On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2020). Hubert, Paul ; Cornand, Camille.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301459.

    Full description at Econpapers || Download paper

  34. The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202400.

    Full description at Econpapers || Download paper

  35. Reconciling Empirics and Theory: The Behavioral Hybrid New Keynesian Model. (2020). Jaimes, Richard ; Gallegos, Jose Elias ; Jos, Atahan Afsar ; Gomez, Edgar Silgado.
    In: Vniversitas Económica.
    RePEc:col:000416:018560.

    Full description at Econpapers || Download paper

  36. Wicksellian Rules and the Taylor Principle: Some Practical Implications. (2020). Caputo, Rodrigo ; Bauducco, Sofia.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:122:y:2020:i:1:p:340-368.

    Full description at Econpapers || Download paper

  37. The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85.

    Full description at Econpapers || Download paper

  38. Comments on The pass-through from short-horizon to long-horizon inflation expectations. (2020). Hattori, Masazumi.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:111-08.

    Full description at Econpapers || Download paper

  39. Inflation expectations in euro area Phillips curves. (2020). Alvarez, Luis ; Correa-Lopez, Monica.
    In: Occasional Papers.
    RePEc:bde:opaper:2018.

    Full description at Econpapers || Download paper

  40. Imperfect Credibility versus No Credibility of Optimal Monetary Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: Papers.
    RePEc:arx:papers:2012.02662.

    Full description at Econpapers || Download paper

  41. A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia.
    In: Papers.
    RePEc:arx:papers:2006.14110.

    Full description at Econpapers || Download paper

  42. Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: Papers.
    RePEc:arx:papers:2002.07479.

    Full description at Econpapers || Download paper

  43. Bounded rationality in Keynesian beauty contests: A lesson for central bankers?. (2019). Buhren, Christoph ; Nagel, Rosemarie ; Mauersberger, Felix.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201953.

    Full description at Econpapers || Download paper

  44. The Phillips multiplier. (2019). Mesters, Geert ; Barnichon, Régis.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1632.

    Full description at Econpapers || Download paper

  45. On inflation expectations in the NKPC model. (2019). Franses, Philip Hans.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1417-8.

    Full description at Econpapers || Download paper

  46. Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve. (2019). Rambaccussing, Dooruj ; Russell, Bill.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1404-5.

    Full description at Econpapers || Download paper

  47. On the external validity of experimental inflation forecasts : a comparison with five categories of fields expectations. (2019). Hubert, Paul ; Cornand, Camille.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/6o4qdck7489u7pqc068eeuqsnq.

    Full description at Econpapers || Download paper

  48. Imperfect Information, Shock Heterogeneity, and Inflation Dynamics. (2019). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:881.

    Full description at Econpapers || Download paper

  49. Effect of Real Economy Predictors on Monetary Policy Responses: Testing Model Fits For OLS, IV and IV-GMM Estimators. (2019). Shobande, Olatunji.
    In: Academic Journal of Economic Studies.
    RePEc:khe:scajes:v:5:y:2019:i:3:p:90-96.

    Full description at Econpapers || Download paper

  50. Long-term inflation expectations and inflation dynamics. (2019). Pétursson, Thórarinn ; Petursson, Thorarinn G.
    In: Economics.
    RePEc:ice:wpaper:wp81.

    Full description at Econpapers || Download paper

  51. Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01720655.

    Full description at Econpapers || Download paper

  52. On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2019). Hubert, Paul ; Cornand, Camille.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403259.

    Full description at Econpapers || Download paper

  53. Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02175836.

    Full description at Econpapers || Download paper

  54. The role of forward- and backward-looking information for inflation expectations formation. (2019). Mirza, Harun ; Hubert, Paul.
    In: Post-Print.
    RePEc:hal:journl:hal-03403616.

    Full description at Econpapers || Download paper

  55. Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David ; Nielsen, Bent.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

    Full description at Econpapers || Download paper

  56. Trade Exposure and the Evolution of Inflation Dynamics. (2019). Zakrajsek, Egon ; Gilchrist, Simon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-07.

    Full description at Econpapers || Download paper

  57. Forecasting Annual Inflation in Suriname. (2019). Franses, Philip Hans ; Bhaghoe, S ; Ooft, G.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:120337.

    Full description at Econpapers || Download paper

  58. Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach. (2019). Kim, Insu ; Se, Young.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303033.

    Full description at Econpapers || Download paper

  59. Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

    Full description at Econpapers || Download paper

  60. Inflation in the euro area since the Global Financial Crisis. (2019). Samarina, Anna ; Galati, Gabriele ; Bonam, Dennis ; Stanga, Irina ; Hoeberichts, Marco ; Hindrayanto, Irma.
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:1703.

    Full description at Econpapers || Download paper

  61. Inflation Globally. (2019). Jorda, Oscar ; Nechio, Fernanda.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:850.

    Full description at Econpapers || Download paper

  62. Trade Exposure and the Evolution of Inflation Dynamics. (2019). Zakrajsek, Egon ; Gilchrist, Simon.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:849.

    Full description at Econpapers || Download paper

  63. Heterogeneous beliefs and the Phillips curve. (2019). Monti, Francesca ; Meeks, Roland.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0807.

    Full description at Econpapers || Download paper

  64. The Phillips Multiplier. (2019). Mesters, Geert ; Barnichon, Régis.
    In: Working Papers.
    RePEc:bge:wpaper:1070.

    Full description at Econpapers || Download paper

  65. Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten ; Jean- Bernard Chatelain, .
    In: Papers.
    RePEc:arx:papers:1908.10680.

    Full description at Econpapers || Download paper

  66. Mr Phillips and the medium-run: temporal instability vs. frequency stability. (2019). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele.
    In: Mo.Fi.R. Working Papers.
    RePEc:anc:wmofir:155.

    Full description at Econpapers || Download paper

  67. Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:201652.

    Full description at Econpapers || Download paper

  68. Quantifying Confidence. (2018). Dellas, Harris ; Collard, Fabrice ; Angeletos, George-Marios.
    In: Econometrica.
    RePEc:wly:emetrp:v:86:y:2018:i:5:p:1689-1726.

    Full description at Econpapers || Download paper

  69. A model of the FEDs view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/784ilbkihi9tkblnh7q2514823.

    Full description at Econpapers || Download paper

  70. Actual and Expected Inflation in the U.S.: A Time-Frequency View. (2018). Xu, Yingying ; Ortiz, Jaime ; Liu, Zhixin.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:1:p:42-62.

    Full description at Econpapers || Download paper

  71. A New Keynesian Q Theory and the Link Between Inflation and the Stock Market. (2018). Lopez, Pierlauro.
    In: Review of Economic Dynamics.
    RePEc:red:issued:16-134.

    Full description at Econpapers || Download paper

  72. High-Frequency Identification of Monetary Non-Neutrality: The Information Effect. (2018). Nakamura, Emi ; Steinsson, Jon.
    In: The Quarterly Journal of Economics.
    RePEc:oup:qjecon:v:133:y:2018:i:3:p:1283-1330..

    Full description at Econpapers || Download paper

  73. Frictional Coordination. (2018). Angeletos, George-Marios.
    In: Journal of the European Economic Association.
    RePEc:oup:jeurec:v:16:y:2018:i:3:p:563-603..

    Full description at Econpapers || Download paper

  74. Time to Innovate and Aggregate Fluctuations: a New Keynesian Model with Endogenous Technology. (2018). Okada, Toshihiro.
    In: Discussion Paper Series.
    RePEc:kgu:wpaper:154.

    Full description at Econpapers || Download paper

  75. On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2018). Hubert, Paul ; Cornand, Camille.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01890770.

    Full description at Econpapers || Download paper

  76. A model of the FEDs view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Fillipo ; Hasenzagl, Thomas.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03458456.

    Full description at Econpapers || Download paper

  77. Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:hal-01465858.

    Full description at Econpapers || Download paper

  78. Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Chatelain, Jean-Bernard ; Ralf, Kirsten ; Jean- Bernard Chatelain, .
    In: Post-Print.
    RePEc:hal:journl:hal-01465858.

    Full description at Econpapers || Download paper

  79. On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2018). Hubert, Paul ; Cornand, Camille.
    In: Working Papers.
    RePEc:gat:wpaper:1821.

    Full description at Econpapers || Download paper

  80. The Role of Expectations in Changed Inflation Dynamics. (2018). Roberts, John ; Pfajfar, Damjan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-62.

    Full description at Econpapers || Download paper

  81. Inflation Globally. (2018). Nechio, Fernanda ; Jorda, Oscar.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2018-15.

    Full description at Econpapers || Download paper

  82. A model of FEDS view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1803.

    Full description at Econpapers || Download paper

  83. Analysis of Inflation/Deflation: Clusters of micro prices matter!. (2018). Hiroshi, Yoshikawa ; Yoshi, Fujiwara ; Hideaki, Aoyama ; Yuichi, Kichikawa.
    In: Discussion papers.
    RePEc:eti:dpaper:18055.

    Full description at Econpapers || Download paper

  84. Global inflation dynamics and inflation expectations. (2018). Siklos, Pierre ; Feldkircher, Martin.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2018-60.

    Full description at Econpapers || Download paper

  85. Deflation risk in the euro area and central bank credibility. (2018). Moessner, Richhild ; Galati, Gabriele ; Zhou, Chen ; Gorgi, Zion.
    In: Economics Letters.
    RePEc:eee:ecolet:v:167:y:2018:i:c:p:124-126.

    Full description at Econpapers || Download paper

  86. A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12564.

    Full description at Econpapers || Download paper

  87. Imperfect Information, Shock Heterogeneity, and Inflation Dynamics. (2018). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1918.

    Full description at Econpapers || Download paper

  88. WILL THE “TRUE” LABOR SHARE STAND UP? AN APPLIED SURVEY ON LABOR SHARE MEASURES. (2018). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub ; Muk, Jakub.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:32:y:2018:i:4:p:961-984.

    Full description at Econpapers || Download paper

  89. The perils of approximating fixed-horizon inflation forecasts with fixed-event forecasts. (2018). Yetman, James.
    In: BIS Working Papers.
    RePEc:bis:biswps:700.

    Full description at Econpapers || Download paper

  90. A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1145.

    Full description at Econpapers || Download paper

  91. Does self-fulfilment of the inflation expectation exist?. (2017). Xu, Yingying ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu ; Dumitrescupeculea, Adelina ; Chang, Hsu-Ling ; Liu, Zhi-Xin.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:11:p:1098-1113.

    Full description at Econpapers || Download paper

  92. Optimal policies in International Macroeconomics. (2017). Alla, Zineddine.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/6kvjk9o32n8m88c6de3gc0gltj.

    Full description at Econpapers || Download paper

  93. Computing long‐term market inflation expectations for countries without inflation expectation markets. (2017). Rosenblatt-Wisch, Rina ; Moessner, Richhild ; Gerlach-Kristen, Petra.
    In: Working Papers.
    RePEc:snb:snbwpa:2017-09.

    Full description at Econpapers || Download paper

  94. Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Kirsten, Ralf .
    In: MPRA Paper.
    RePEc:pra:mprapa:79244.

    Full description at Econpapers || Download paper

  95. Can we Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
    In: MPRA Paper.
    RePEc:pra:mprapa:76831.

    Full description at Econpapers || Download paper

  96. Publish and Perish: Creative Destruction and Macroeconomic Theory. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, .
    In: MPRA Paper.
    RePEc:pra:mprapa:76825.

    Full description at Econpapers || Download paper

  97. Understanding inflation dynamics in the Euro Area: deviants and commonalities across member countries. (2017). Fendel, Ralf ; Amberger, Johanna .
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:2:d:10.1007_s10663-016-9322-x.

    Full description at Econpapers || Download paper

  98. Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?. (2017). Lopez-Perez, Victor .
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9314-x.

    Full description at Econpapers || Download paper

  99. Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve. (2017). Escanciano, Juan Carlos ; Choi, Jinho ; Guo, Junjie .
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2017014.

    Full description at Econpapers || Download paper

  100. Macroeconomic susceptibility, inflation, and aggregate supply. (2017). Hawkins, Raymond J.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:469:y:2017:i:c:p:15-22.

    Full description at Econpapers || Download paper

  101. Disinflation in steps and the Phillips curve: Israel 1986–2015. (2017). Melnick, Rafi ; Strohsal, Till.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:145-161.

    Full description at Econpapers || Download paper

  102. Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

    Full description at Econpapers || Download paper

  103. On the initialization of adaptive learning in macroeconomic models. (2017). Galimberti, Jaqueson ; Berardi, Michele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:78:y:2017:i:c:p:26-53.

    Full description at Econpapers || Download paper

  104. Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Schoenholtz, Kermit ; Cecchetti, Stephen ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11925.

    Full description at Econpapers || Download paper

  105. The Wage Inflation-Unemployment Curve at the Macroeconomic Level. (2017). Saglio, Sophie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:1:p:55-78.

    Full description at Econpapers || Download paper

  106. A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269087.

    Full description at Econpapers || Download paper

  107. .

    Full description at Econpapers || Download paper

  108. Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk. (2016). Mouratidis, Kostas ; Caglayan, Mustafa ; Jehan, Zainab.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:21:y:2016:i:3:p:279-293.

    Full description at Econpapers || Download paper

  109. Estimation of Unobserved Inflation Expectations in India using State-Space Model. (2016). Chattopadhyay, Siddhartha ; Jha, Saakshi ; Sahu, Sohini.
    In: MPRA Paper.
    RePEc:pra:mprapa:72710.

    Full description at Econpapers || Download paper

  110. Inflation expectations and low inflation in New Zealand. (2016). McDermott, Christopher ; Karagedikli, Ozer.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2016/09.

    Full description at Econpapers || Download paper

  111. Solution and Estimation Methods for DSGE Models. (2016). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21862.

    Full description at Econpapers || Download paper

  112. The new Keynesian Phillips curve: An update on recent empirical advances. (2016). Sgro, Pasquale ; Bhattacharya, Prasad ; Abbas, Syed.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:378-403.

    Full description at Econpapers || Download paper

  113. Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-527.

    Full description at Econpapers || Download paper

  114. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

    Full description at Econpapers || Download paper

  115. A wedge in the dual mandate: Monetary policy and long-term unemployment. (2016). Williams, John ; Rudebusch, Glenn.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:47:y:2016:i:pa:p:5-18.

    Full description at Econpapers || Download paper

  116. Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). Çakmaklı, Cem ; Altug, Sumru ; Akmakli, Cem .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153.

    Full description at Econpapers || Download paper

  117. Trend inflation, firms backward-looking behavior, and inflation gap persistence. (2016). Kim, Insu ; Yie, Myung-Soo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:116-125.

    Full description at Econpapers || Download paper

  118. Testing for time variation in an unobserved components model for the U.S. economy. (2016). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:179-208.

    Full description at Econpapers || Download paper

  119. Advanced economy inflation: the role of global factors. (2016). Mikolajun, Irena ; Lodge, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161948.

    Full description at Econpapers || Download paper

  120. Inflation in the euro area and why it matters. (2016). Hoeberichts, Marco ; de Haan, Jakob ; Maas, Renske ; Teppa, Federica.
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:1403.

    Full description at Econpapers || Download paper

  121. The Sticky Information Phillips Curve: Evidence for Australia. (2016). Gillitzer, Christian.
    In: The Economic Record.
    RePEc:bla:ecorec:v:92:y:2016:i:299:p:548-567.

    Full description at Econpapers || Download paper

  122. The New Keynesian Phillips Curve in a Small Open Economy: Empirical Evidence from Australia. (2016). Sgro, Pasquale ; Mallick, Debdulal ; Bhattacharya, Prasad ; Abbas, Syed.
    In: The Economic Record.
    RePEc:bla:ecorec:v:92:y:2016:i:298:p:409-434.

    Full description at Econpapers || Download paper

  123. National natural rates of interest and the single monetary policy in the Euro Area.. (2016). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mouabbi, Sarah ; Fries, Sebastien.
    In: Working papers.
    RePEc:bfr:banfra:611.

    Full description at Econpapers || Download paper

  124. Deflation/Inflation Dynamics: Analysis based on Micro Prices . (2015). Aoyama, Hideaki ; Fujiwara, Yoshi ; Yoshikawa, Hiroshi ; Iyetomi, Hiroshi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2015cf959.

    Full description at Econpapers || Download paper

  125. The EMU and the anchoring of inflation expectations?. (2015). Paloviita, Maritta ; Mayes, David ; Matti, Viren ; Maritta, Paloviita ; David, Mayes .
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp103.

    Full description at Econpapers || Download paper

  126. Testing for time variation in an unobserved components model for the U.S. economy. (2015). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:15/903.

    Full description at Econpapers || Download paper

  127. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-042.

    Full description at Econpapers || Download paper

  128. The International Price System. (2015). Gopinath, Gita.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21646.

    Full description at Econpapers || Download paper

  129. The International Price System. (2015). Gopinath, Gita.
    In: Scholarly Articles.
    RePEc:hrv:faseco:30780147.

    Full description at Econpapers || Download paper

  130. Deflation/Inflation Dynamics: Analysis based on micro prices. (2015). Hideaki, Aoyama ; Hiroshi, Yoshikawa ; Yoshi, Fujiwara.
    In: Discussion papers.
    RePEc:eti:dpaper:15026.

    Full description at Econpapers || Download paper

  131. Macro frictions and theoretical identification of the New Keynesian Phillips curve. (2015). Krogh, Tord S..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:191-204.

    Full description at Econpapers || Download paper

  132. Firm-specific capital, inflation persistence and the sources of business cycles. (2015). Madeira, Joao.
    In: European Economic Review.
    RePEc:eee:eecrev:v:74:y:2015:i:c:p:229-243.

    Full description at Econpapers || Download paper

  133. Changes in inflation dynamics under inflation targeting? Evidence from Central European countries. (2015). Vašíček, Bořek ; Plašil, Miroslav ; Vaiek, Boek ; Plail, Miroslav ; Baxa, Jaromir .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:116-130.

    Full description at Econpapers || Download paper

  134. Will the true labor share stand up?. (2015). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151806.

    Full description at Econpapers || Download paper

  135. Relaxing Rational Expectations. (2015). Kent, Lance.
    In: Working Papers.
    RePEc:cwm:wpaper:159.

    Full description at Econpapers || Download paper

  136. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11032.

    Full description at Econpapers || Download paper

  137. Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey. (2015). Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10419.

    Full description at Econpapers || Download paper

  138. Factor based identification-robust inference in IV regressions. (2015). Marcellino, Massimiliano ; Khalaf, Lynda ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10390.

    Full description at Econpapers || Download paper

  139. Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Vasicek, Borek ; Solmaz, Serhat ; Plasil, Miroslav ; Mateju, Jakub ; Filacek, Jan ; Claeys, Peter ; Bruha, Jan ; Baxa, Jaromir ; Kucharcukova, Oxana Babecka ; Andrle, Michal.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb13/2.

    Full description at Econpapers || Download paper

  140. The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States. (2014). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen ; Patterson, Kerry .
    In: Economics & Management Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2014-03.

    Full description at Econpapers || Download paper

  141. Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey. (2014). Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1413.

    Full description at Econpapers || Download paper

  142. Updating the euro area Phillips curve: the slope has increased. (2014). Paloviita, Maritta ; Oinonen, Sami.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2014_031.

    Full description at Econpapers || Download paper

  143. Monetary Policy and Forward Guidance in the UK. (2014). Miles, David.
    In: Manchester School.
    RePEc:bla:manchs:v:82:y:2014:i:s1:p:44-59.

    Full description at Econpapers || Download paper

  144. Estimating Open Economy New Keynesian Phillips Curve for Korea. (2014). Piao, Jishi ; Joo, Sangyong .
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:28:y:2014:i:3:p:239-258.

    Full description at Econpapers || Download paper

  145. Stagflation and the Rejection of Keynesian Economics: A Case of Naive Falsification. (2013). Zinn, Jesse.
    In: MPRA Paper.
    RePEc:pra:mprapa:50536.

    Full description at Econpapers || Download paper

  146. High Frequency Identification of Monetary Non-Neutrality: The Information Effect. (2013). Steinsson, Jon ; Nakamura, Emi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19260.

    Full description at Econpapers || Download paper

  147. Inflation and the Steeplechase Between Economic Activity Variables. (2013). Vašíček, Bořek ; Plašil, Miroslav ; Vasicek, Borek ; Plasil, Miroslav ; Baxa, Jaromir .
    In: Working Papers.
    RePEc:cnb:wpaper:2013/15.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pco326-9607

  1. Adam, K. and Padula, M. (2011), `In ation dynamics and subjective expectations in the United States', Economic Inquiry 49(1), 13{25. Adjemian, S., Bastani, H., Juillard, M., Mihoubi, F., Perendia, G., Ratto, M. and Villemot, S. (2011), `Dynare: Reference Manual, Version 4', Dynare Working Papers (1).

  2. An, S. and Schorfheide, F. (2007), `Bayesian Analysis of DSGE Models', Econometric Reviews 26(2{4), 113{172.

  3. Anderson, G. and Moore, G. (1985), `A linear algebraic procedure for solving linear perfect foresight models', Economics Letters 17(3), 247{252.

  4. Anderson, T. W. and Rubin, H. (1949), `Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations', The Annals of Mathematical Statistics 20(1), 46{63.
    Paper not yet in RePEc: Add citation now

  5. Andrews, D. W. and Stock, J. H. (2005), `Inference with Weak Instruments', National Bureau of Economic Research Technical Working Paper Series (313).

  6. Andrews, D. W. and Stock, J. H. (2007), `Testing with many weak instruments', Journal of Econometrics 138(1), 24{46.

  7. Andrews, D. W. K. (1993), `Tests for Parameter Instability and Structural Change With Unknown Change Point', Econometrica 61(4), 821{856.

  8. Andrews, D. W. K. and Ploberger, W. (1994), `Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative', Econometrica 62(6), 1383{1414.

  9. Andrews, I. and Mikusheva, A. (2011), `Maximum Likelihood Inference in Weakly Identied Models'. Working paper, December version.
    Paper not yet in RePEc: Add citation now

  10. Ang, A., Bekaert, G. and Wei, M. (2007), `Do macro variables, asset markets, or surveys forecast in ation better?', Journal of Monetary Economics 54(4), 1163{1212.

  11. Angeletos, G.-M. and La'O, J. (2009), `Incomplete information, higher-order beliefs and price inertia', Journal of Monetary Economics 56(Supplement), S19{S37.

  12. Ascari, G. (2004), `Staggered Prices and Trend In ation: Some Nuisances', Review of Economic Dynamics 7(3), 642{667.

  13. Ascari, G. and Sbordone, A. (2013), `The macroeconomics of trend in ation'. Mimeo.
    Paper not yet in RePEc: Add citation now

  14. Atkeson, A. and Ohanian, L. E. (2001), `Are Phillips Curves Useful for Forecasting In ation?', Federal Reserve Bank of Minneapolis Quarterly Review 25(1), 2{11.

  15. Bardsen, G., Jansen, E. S. and Nymoen, R. (2004), `Econometric Evaluation of the New Keynesian Phillips Curve', Oxford Bulletin of Economics and Statistics 66, 671{686.

  16. Barnes, M. L., Gumbau-Brisa, F., Lie, D. and Olivei, G. P. (2011), `Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve', Federal Reserve Bank of Boston Working Papers (11-3). June version.

  17. Batini, N., Jackson, B. and Nickell, S. (2005), `An open-economy new Keynesian Phillips curve for the U.K.', Journal of Monetary Economics 52(6), 1061{1071.

  18. Benigno, P. and Lopez-Salido, J. D. (2006), `In ation Persistence and Optimal Monetary Policy in the Euro Area', Journal of Money, Credit and Banking 38(3), 587{614.

  19. Bernanke, B. S. (2007), `In ation Expectations and In ation Forecasting'. Speech at the Monetary Economics Workshop of the National Bureau of Economic Research Summer Institute.
    Paper not yet in RePEc: Add citation now
  20. Bernanke, B. S. (2008), `Outstanding Issues in the Analysis of In ation'. Speech at the Federal Reserve Bank of Boston's 53rd Annual Economic Conference.
    Paper not yet in RePEc: Add citation now

  21. Beyer, A., Farmer, R. E. A., Henry, J. and Marcellino, M. (2008), `Factor analysis in a model with rational expectations', Econometrics Journal 11(2), 271{286.

  22. Blanchard, O. and Gal, J. (2007), `Real Wage Rigidities and the New Keynesian Model', Journal of Money, Credit and Banking 39, 35{65.

  23. Blanchard, O. and Gal, J. (2010), `Labor Markets and Monetary Policy: A New Keynesian Model with Unemployment', American Economic Journal: Macroeconomics 2(2), 1{30.

  24. Blanchard, O. J. and Kahn, C. M. (1980), `The Solution of Linear Dierence Models under Rational Expectations', Econometrica 48(5), 1305{1311.

  25. Boug, P., Cappelen, r. and Swensen, A. R. (2010), `The new Keynesian Phillips curve revisited', Journal of Economic Dynamics and Control 34(5), 858{874.

  26. Brissimis, S. N. and Magginas, N. S. (2008), `In ation Forecasts and the New Keynesian Phillips Curve', International Journal of Central Banking 4(2), 1{22.

  27. Cagliarini, A., Robinson, T. and Tran, A. (2011), `Reconciling microeconomic and macroeconomic estimates of price stickiness', Journal of Macroeconomics 33(1), 102{120.

  28. Calvo, G. A. (1983), `Staggered prices in a utility-maximizing framework', Journal of Monetary Economics 12(3), 383{398.

  29. Campbell, J. and Shiller, R. (1988), `The dividend-price ratio and expectations of future dividends and discount factors', Review of Financial Studies 1(3), 195{228.

  30. Campbell, J. Y. and Shiller, R. J. (1987), `Cointegration and Tests of Present Value Models', Journal of Political Economy 95(5), 1062{1088.

  31. Caner, M. (2007), `Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identication and completely unidentied cases', Journal of conometrics 137(1), 28{67.

  32. Carriero, A. (2008), `A simple test of the New Keynesian Phillips Curve', Economics Letters 100(2), 241{244.

  33. Carvalho, C. (2006), `Heterogeneity in price stickiness and the real eects of monetary shocks', Frontiers in Macroeconomics 6(1).

  34. Castle, J. L., Doornik, J. A., Hendry, D. F. and Nymoen, R. (2010), `Testing the Invariance of Expectations Models of In ation'. Working paper, November 9 version.

  35. Chamberlain, G. (1987), `Asymptotic eciency in estimation with conditional moment restrictions', Journal of Econometrics 34(3), 305{334.
    Paper not yet in RePEc: Add citation now

  36. Chowdhury, I., Homann, M. and Schabert, A. (2006), `In ation dynamics and the cost channel of monetary transmission', European Economic Review 50(4), 995{1016.

  37. Christiano, L. J., Eichenbaum, M. and Evans, C. L. (2005), `Nominal Rigidities and the Dynamic Eects of a Shock to Monetary Policy', Journal of Political Economy 113(1), 1{45.

  38. Cochrane, J. (2011), `Determinacy and Identication with Taylor Rules', Journal of Political Economy 119(3), 565{615.

  39. Coenen, G., Levin, A. T. and Christoffel, K. (2007), `Identifying the influences of nominal and real rigidities in aggregate price-setting behavior', Journal of Monetary Economics 54(8), 2439-2466.

  40. Cogley, T. and Sbordone, A. M. (2008), `Trend In ation, Indexation, and In ation Persistence in the New Keynesian Phillips Curve', American Economic Review 98(5), 2101{26.

  41. Cornea, A., Hommes, C. H. and Massaro, D. (2013), `Behavioral Heterogeneity in U.S. In ation Dynamics'. Working paper, January 4 version.
    Paper not yet in RePEc: Add citation now

  42. Dees, S., Pesaran, M. H., Smith, L. V. and Smith, R. P. (2009), `Identication of New Keynesian Phillips Curves from a Global Perspective', Journal of Money, Credit and Banking 41(7), 1481{1502.

  43. Doornik, J. A. (2007), Object-Oriented Matrix Programming Using Ox, third edn, Timberlake Consultants Press, London.
    Paper not yet in RePEc: Add citation now

  44. Dotsey, M., King, R. G. and Wolman, A. L. (1999), `State-Dependent Pricing And The General Equilibrium Dynamics Of Money And Output', The Quarterly Journal of Economics 114(2), 655{690.

  45. Dufour, J.-M. (2003), `Identication, weak instruments, and statistical inference in econometrics', Canadian Journal of Economics 36(4), 767{808.

  46. Dufour, J.-M., Khalaf, L. and Kichian, M. (2006), `In ation dynamics and the New Keynesian Phillips Curve: An identication robust econometric analysis', Journal of Economic Dynamics and Control 30, 1707{1727.

  47. Dufour, J.-M., Khalaf, L. and Kichian, M. (2010a), `Estimation uncertainty in structural in ation models with real wage rigidities', Computational Statistics and Data Analysis 54(11), 2554{2561.

  48. Dufour, J.-M., Khalaf, L. and Kichian, M. (2010b), `On the precision of Calvo parameter estimates in structural NKPC models', Journal of Economic Dynamics and Control 34(9), 1582{1595.

  49. Eichenbaum, M. and Fisher, J. D. (2004), `Evaluating the Calvo Model of Sticky Prices', National Bureau of Economic Research Working Paper Series (10617).

  50. Eichenbaum, M. and Fisher, J. D. (2007), `Estimating the frequency of price re-optimization in Calvo-style models', Journal of Monetary Economics 54(7), 2032{2047.

  51. Estrella, A. and Fuhrer, J. C. (2002), `Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models', The American Economic Review 92(4), 1013{1028.

  52. Fanelli, L. (2008), `Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area', Oxford Bulletin of Economics and Statistics 70(1), 53{66.

  53. Fernandez-Villaverde, J., Rubio-Ramrez, J. F., Sargent, T. J. and Watson, M. W. (2007), `ABCs (and Ds) of Understanding VARs', The American Economic Review 97(3), 1021{1026.

  54. Fischer, S. (1977), `Wage indexation and macroeconomic stability', Carnegie-Rochester Conference Series on Public Policy 5, 107{147.
    Paper not yet in RePEc: Add citation now
  55. Fisher, I. (1973), `I Discovered the Phillips Curve: \A Statistical Relation between Unemployment and Price Changes"', The Journal of Political Economy 81(2), 496{502.
    Paper not yet in RePEc: Add citation now
  56. Friedman, M. (1968), `The Role of Monetary Policy', The American Economic Review 58(1), 1{17.
    Paper not yet in RePEc: Add citation now
  57. Fuhrer, J. C. (1997), `The (Un)Importance of Forward-Looking Behavior in Price Specications', Journal of Money, Credit, and Banking 29(3), 338{350.
    Paper not yet in RePEc: Add citation now

  58. Fuhrer, J. C. (2006), `Intrinsic and Inherited In ation Persistence', International Journal of Central Banking 2(3), 49{86.

  59. Fuhrer, J. C. (2012), `The Role of Expectations in In ation Dynamics', International Journal of Central Banking 8, 137{165.
    Paper not yet in RePEc: Add citation now

  60. Fuhrer, J. C. and Moore, G. (1995), `In ation Persistence', The Quarterly Journal of Economics 110(1), 127{159.

  61. Fuhrer, J. C. and Olivei, G. (2005), Estimating Forward-Looking Euler Equations with GMM and Maximum Likelihood Estimators: An Optimal Instruments Approach, in J. Faust, A. Orphanides and D. Reifschneider, eds, `Models and Monetary Policy: Research in the Tradition of Dale Henderson, Richard Porter, and Peter Tinsley', Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now

  62. Fuhrer, J. C. and Olivei, G. P. (2010), `The Role of Expectations and Output in the In ation Process: An Empirical Assessment', Federal Reserve Bank of Boston Public Policy Briefs (10-2).

  63. Fukac, M. and Pagan, A. R. (2007), `Commentary on \An estimated DSGE model for the United Kingdom"', Federal Reserve Bank of St. Louis Review 89(4), 233{240.

  64. Fukac, M. and Pagan, A. R. (2010), `Limited information estimation and evaluation of DSGE models', Journal of Applied Econometrics 25(1), 55{70.

  65. Gagnon, E. and Khan, H. (2005), `New Phillips curve under alternative production technologies for Canada, the United States, and the Euro area', European Economic Review 49(6), 1571{1602.

  66. Gal, J. (2008), Monetary Policy, In ation, and the Business Cycle: An Introduction to the New Keynesian Framework, Princeton University Press.
    Paper not yet in RePEc: Add citation now

  67. Gal, J. and Gertler, M. (1999), `In ation dynamics: A structural econometric analysis', Journal of Monetary Economics 44(2), 195{222.

  68. Gal, J., Gertler, M. and Lopez-Salido, J. (2001), `European in ation dynamics', European Economic Review 45(7), 1237{1270.

  69. Gal, J., Gertler, M. and Lopez-Salido, J. D. (2005), `Robustness of the estimates of the hybrid New Keynesian Phillips curve', Journal of Monetary Economics 52(6), 1107{1118.

  70. Gerberding, C. (2001), `The information content of survey data on expected price developments for monetary policy', Deutsche Bundesbank discussion paper (9/01).

  71. Gordon, R. J. (1990), U.S. In ation, Labor's Share, and the Natural Rate of Unemployment, in H. Konig, ed., `Economics of Wage Determination', New York: Springer Verlag, pp. 1{34.
    Paper not yet in RePEc: Add citation now

  72. Gordon, R. J. (2011), `The History of the Phillips Curve: Consensus and Bifurcation', Economica 78(309), 10{50.

  73. Guay, A. and Pelgrin, F. (2005), `The U.S. New Keynesian Phillips Curve: An Empirical Assessment'. Working paper, September 7 version.
    Paper not yet in RePEc: Add citation now

  74. Guerrieri, L., Gust, C. and Lopez-Salido, J. D. (2010), `International Competition and In ation: A New Keynesian Perspective', American Economic Journal: Macroeconomics 2(4), 247{280.

  75. Guggenberger, P. and Smith, R. J. (2008), `Generalized empirical likelihood tests in time series models with potential identication failure', Journal of Econometrics 142(1), 134{161.

  76. Gumbau-Brisa, F., Lie, D. and Olivei, G. P. (2011), `A Response to Cogley and Sbordone's Comment on \Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend In ation"', Federal Reserve Bank of Boston Working Papers (11-4). June version.

  77. Gwin, C. R. and VanHoose, D. D. (2008), `Alternative measures of marginal cost and in ation in estimations of new Keynesian in ation dynamics', Journal of Macroeconomics 30(3), 928{940.

  78. Hansen, C., Hausman, J. and Newey, W. (2008), `Estimation With Many Instrumental Variables', Journal of Business & Economic Statistics 26, 398{422.

  79. Hansen, L. P. (1982), `Large Sample Properties of Generalized Method of Moments Estimators', Econometrica 50(4), 1029{1054.

  80. Hansen, L. P. and Singleton, K. J. (1982), `Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models', Econometrica 50(5), 1269{1286.

  81. Hansen, L. P., Heaton, J. and Yaron, A. (1996), `Finite-Sample Properties of Some Alternative GMM Estimators', Journal of Business & Economic Statistics 14(3), 262{80.

  82. Hayashi, F. and Sims, C. A. (1983), `Nearly Ecient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments', Econometrica 51(3), 783{798.

  83. Henry, S. G. B. and Pagan, A. R. (2004), `The Econometrics of the New Keynesian Policy Model: Introduction', Oxford Bulletin of Economics and Statistics 66, 581{607.

  84. Henzel, S. and Wollmershauser, T. (2008), `The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifoWorld Economic Survey', Economic Modelling 25(5), 811{832.

  85. Hornstein, A. (2007), `Evolving in ation dynamics and the New Keynesian Phillips curve', Federal Reserve Bank of Richmond Economic Quarterly 93(4), 317{339.

  86. Hume, D. (1752), Of money, in `Essays', George Routledge and Sons.
    Paper not yet in RePEc: Add citation now

  87. Imbs, J., Jondeau, E. and Pelgrin, F. (2011), `Sectoral Phillips curves and the aggregate Phillips curve', Journal of Monetary Economics 58(4), 328{344.

  88. Jondeau, E. and Le Bihan, H. (2003), `ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)', Banque de France notes d'etudes et de recherche (103).

  89. Jondeau, E. and Le Bihan, H. (2005), `Testing for the New Keynesian Phillips Curve. Additional international evidence', Economic Modelling 22(3), 521{550.

  90. Jondeau, E. and Le Bihan, H. (2008), `Examining bias in estimators of linear rational expectations models under misspecication', Journal of Econometrics 143(2), 375{395.

  91. Kapetanios, G. and Marcellino, M. (2010), `Factor-GMM estimation with large sets of possibly weak instruments', Computational Statistics and Data Analysis 54(11), 2655{2675.

  92. Kapetanios, G., Khalaf, L. and Marcellino, M. (2011), `Factor based identication-robust inference in IV regressions'. Working paper, March 22 version.
    Paper not yet in RePEc: Add citation now

  93. Kiley, M. T. (2007), `A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting', Journal of Money, Credit and Banking 39(1), 101{125.

  94. Kim, C.-J. and Kim, Y. (2008), `Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?', Studies in Nonlinear Dynamics & Econometrics 12(3). Article 5.

  95. Kim, C.-J. and Manopimoke, P. (2011), `Trend In ation and the New Keynesian Phillips Curve'. Working paper, July 11 version.
    Paper not yet in RePEc: Add citation now

  96. Kleibergen, F. (2002), `Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression', Econometrica 70(5), 1781{1803.

  97. Kleibergen, F. (2005), `Testing Parameters in GMM without Assuming That They Are Identied', Econometrica 73(4), 1103{1123.

  98. Kleibergen, F. and Mavroeidis, S. (2009), `Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve', Journal of Business & Economic Statistics 27(3), 293{311.

  99. Kleibergen, F. and Mavroeidis, S. (2013), `Identication issues in limited-information Bayesian analysis of structural macroeconomic models'. Working paper, May 21 version.
    Paper not yet in RePEc: Add citation now

  100. Koop, G. and Onorante, L. (2011), `Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters'. Working paper, February version.

  101. Korenok, O., Radchenko, S. and Swanson, N. R. (2010), `International evidence on the ecacy of new-Keynesian models of in ation persistence', Journal of Applied Econometrics 25(1), 31{54.

  102. Kozicki, S. and Tinsley, P. (2002), `Alternative Sources of the Lag Dynamics of In ation', Federal Reserve Bank of Kansas City Research Working Paper (02-12).
    Paper not yet in RePEc: Add citation now

  103. Krause, M. U., Lopez-Salido, D. and Lubik, T. A. (2008), `In ation dynamics with search frictions: A structural econometric analysis', Journal of Monetary Economics 55(5), 892{916.

  104. Kuester, K., Muller, G. J. and Stolting, S. (2009), `Is the New Keynesian Phillips curve at?', Economics Letters 103(1), 39{41.

  105. Kurmann, A. (2005), `Quantifying the uncertainty about the t of a new Keynesian pricing model', Journal of Monetary Economics 52(6), 1119{1134.

  106. Kurmann, A. (2007), `VAR-based estimation of Euler equations with an application to New Keynesian pricing', Journal of Economic Dynamics and Control 31(3), 767{796.

  107. Kurz, M. (2011), `A New Keynesian Model with Diverse Beliefs'. Working paper, September 7 version.
    Paper not yet in RePEc: Add citation now
  108. Linde, J. (2005), `Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach', Journal of Monetary Economics 52(6), 1135{1149.
    Paper not yet in RePEc: Add citation now

  109. Lubik, T. A. and Schorfheide, F. (2004), `Testing for Indeterminacy: An Application to U.S. Monetary Policy', American Economic Review 94(1), 190{217.

  110. Lucas, R. E. (1976), `Econometric policy evaluation: A critique', Carnegie-Rochester Conference Series on Public Policy 1, 19{46.

  111. Ma, A. (2002), `GMM estimation of the new Phillips curve', Economics Letters 76(3), 411{417.

  112. Magnusson, L. M. and Mavroeidis, S. (2010), `Identication-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve', Journal of Money, Credit and Banking 42(2{3), 465{481.

  113. Magnusson, L. M. and Mavroeidis, S. (2012), `Identication using stability restrictions'. Working paper, December 4 version.

  114. Mankiw, N. G. (2001), `The Inexorable and Mysterious Tradeo between In ation and Unemployment', The Economic Journal 111(471), C45{C61.

  115. Mankiw, N. G. and Reis, R. (2011), Imperfect Information and Aggregate Supply, in B. M. Friedman and M. Woodford, eds, `Handbook of Monetary Economics', Vol. 3, Elsevier, chapter 5, pp. 183{229.
    Paper not yet in RePEc: Add citation now
  116. Mankiw, N. G., Reis, R. and Wolfers, J. (2004), Disagreement about In ation Expectations, in M. Gertler and K. Rogo, eds, `NBER Macroeconomics Annual 2003', Vol. 18, The MIT Press, pp. 209{270.
    Paper not yet in RePEc: Add citation now

  117. Martins, L. F. and Gabriel, V. J. (2009), `New Keynesian Phillips Curves and potential identication failures: A Generalized Empirical Likelihood analysis', Journal of Macroeconomics 31(4), 561{571.

  118. Mavroeidis, S. (2004), `Weak Identication of Forward-looking Models in Monetary Economics', Oxford Bulletin of Economics and Statistics 66(supplement), 609{635.
    Paper not yet in RePEc: Add citation now

  119. Mavroeidis, S. (2005), `Identication Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve', Journal of Money, Credit and Banking 37(3), 421{48.

  120. Mavroeidis, S. (2010), `Monetary Policy Rules and Macroeconomic Stability: Some New Evidence', American Economic Review 100(1), 491{503.

  121. Mazumder, S. (2010), `The new Keynesian Phillips curve and the cyclicality of marginal cost', Journal of Macroeconomics 32(3), 747{765.

  122. Mazumder, S. (2011), `The empirical validity of the New Keynesian Phillips curve using survey forecasts of in ation', Economic Modelling 28(6), 2439{2450.

  123. McAdam, P. and Willman, A. (2010), `Technology, Utilization and In ation: Re-assessing the New Keynesian Fundamental'. Working paper, October 15 version.
    Paper not yet in RePEc: Add citation now

  124. McCallum, B. T. (1976), `Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates', Econometrica 44(1), 43{52.

  125. Mikusheva, A. (2009), `Comment', Journal of Business & Economic Statistics 27(3), 322{323.

  126. Mikusheva, A. (2013), `Survey on statistical inferences in weakly-identied instrumental variable models', Applied Econometrics 29(1), 117{131.

  127. Montiel Olea, J. L. and P ueger, C. (2013), `A Robust Test for Weak Instruments', Journal of Business & Economic Statistics . Forthcoming.
    Paper not yet in RePEc: Add citation now

  128. Moreira, M. J. (2003), `A Conditional Likelihood Ratio Test for Structural Models', Econometrica 71(4), 1027{1048.

  129. Nakamura, E. and Steinsson, J. (2013), `Price Rigidity: Microeconomic Evidence and Macroeconomic Implications', National Bureau of Economic Research Working Paper Series (18705).

  130. Nason, J. M. and Smith, G. W. (2008a), `Identifying the new Keynesian Phillips curve', Journal of Applied Econometrics 23(5), 525{551.

  131. Nason, J. M. and Smith, G. W. (2008b), `The New Keynesian Phillips Curve: Lessons From Single-Equation Econometric Estimation', Federal Reserve Bank of Richmond Economic Quarterly 94(4), 361{395.
    Paper not yet in RePEc: Add citation now
  132. Neiss, K. S. and Nelson, E. (2005), `In ation Dynamics, Marginal Cost, and the Output Gap: Evidence from Three Countries', Journal of Money, Credit and Banking 37(6), 1019{1045.
    Paper not yet in RePEc: Add citation now

  133. Nelson, C. R. and Lee, J. (2007), `Expectation horizon and the Phillips Curve: the solution to an empirical puzzle', Journal of Applied Econometrics 22(1), 161{178.

  134. Newey, W. K. and McFadden, D. (1994), Large sample estimation and hypothesis testing, in R. F. Engle and D. L. McFadden, eds, `Handbook of Econometrics', Vol. 4, Elsevier, pp. 2111{2245.
    Paper not yet in RePEc: Add citation now

  135. Newey, W. K. and West, K. D. (1987), `A Simple, Positive Semi-denite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix', Econometrica 55(3), 703{708.

  136. Newey, W. K. and Windmeijer, F. (2009), `Generalized Method of Moments With Many Weak Moment Conditions', Econometrica 77(3), 687{719.

  137. Nunes, R. (2010), `In ation Dynamics: The Role of Expectations', Journal of Money, Credit and Banking 42(6), 1161{1172.

  138. Nymoen, R., Swensen, A. R. and Tveter, E. (2010), `The New Keynesian Phillips Curve: A metaanalysis'. Working paper, October 7 version.
    Paper not yet in RePEc: Add citation now

  139. Olafsson, T. T. (2006), `The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy', Central Bank of Iceland Working Papers (31).

  140. Paloviita, M. (2006), `In ation Dynamics in the Euro Area and the Role of Expectations', Empirical Economics 31, 847{860.

  141. Paloviita, M. (2008), `Comparing alternative Phillips curve specications: European results with survey-based expectations', Applied Economics 40(17), 2259{2270.

  142. Paloviita, M. and Mayes, D. (2005), `The use of real-time information in Phillips-curve relationships for the euro area', The North American Journal of Economics and Finance 16(3), 415{434.

  143. Phelps, E. S. (1967), `Phillips Curves, Expectations of In ation and Optimal Unemployment over Time', Economica 34(135), 254{281.
    Paper not yet in RePEc: Add citation now

  144. Phillips, A. W. (1958), `The relation between unemployment and the rate of change of money wage rates in the United Kingdom, 1861{1957', Economica 25, 283{299.

  145. Preston, B. (2005), `Learning about Monetary Policy Rules when Long-Horizon Expectations Matter', International Journal of Central Banking 1(2), 81{126.

  146. Ravenna, F. and Walsh, C. E. (2006), `Optimal monetary policy with the cost channel', Journal of Monetary Economics 53(2), 199{216.

  147. Ravenna, F. and Walsh, C. E. (2008), `Vacancies, unemployment, and the Phillips curve', European Economic Review 52(8), 1494{1521.

  148. Roberts, J. M. (1995), `New Keynesian Economics and the Phillips Curve', Journal of Money, Credit and Banking 27(4), 975{984.

  149. Roberts, J. M. (1997), `Is in ation sticky?', Journal of Monetary Economics 39(2), 173{196.

  150. Roberts, J. M. (2005), `How Well Does the New Keynesian Sticky-Price Model Fit the Data?', Contributions to Macroeconomics 5. Issue 1, Article 10.

  151. Rotemberg, J. J. (1982), `Sticky Prices in the United States', Journal of Political Economy 90(6), 1187{1211.

  152. Rudd, J. and Whelan, K. (2005), `New tests of the new-Keynesian Phillips curve', Journal of Monetary Economics 52(6), 1167{1181.

  153. Rudd, J. and Whelan, K. (2006), `Can Rational Expectations Sticky-Price Models Explain In ation Dynamics?', The American Economic Review 96(1), 303{320.

  154. Rudd, J. and Whelan, K. (2007), `Modeling In ation Dynamics: A Critical Review of Recent Research', Journal of Money, Credit and Banking 39, 155{170.

  155. Rudebusch, G. D. (2002), `Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty', The Economic Journal 112(479), 402{432.

  156. Rumler, F. (2007), `Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries', Open Economies Review 18(4), 427{451.

  157. Sahuc, J.-G. (2006), `Partial indexation, trend in ation, and the hybrid Phillips curve', Economics Letters 90(1), 42{50.

  158. Samuelson, P. A. and Solow, R. M. (1960), `Analytical Aspects of Anti-In ation Policy', The American Economic Review 50(2), 177{194.
    Paper not yet in RePEc: Add citation now

  159. Sargent, T. and Wallace, N. (1975), `\Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule', Journal of Political Economy 83(2), 241{254.

  160. Sbordone, A. M. (2002), `Prices and unit labor costs: a new test of price stickiness', Journal of Monetary Economics 49(2), 265{292.

  161. Sbordone, A. M. (2005), `Do expected future marginal costs drive in ation dynamics?', Journal of Monetary Economics 52(6), 1183{1197.

  162. Sbordone, A. M. (2006), `U.S. Wage and Price Dynamics: A Limited-Information Approach', International Journal of Central Banking 2(3), 155{191.
    Paper not yet in RePEc: Add citation now

  163. Schorfheide, F. (2011), `Estimation and Evaluation of DSGE Models: Progress and Challenges', National Bureau of Economic Research Working Paper Series (16781).

  164. Shapiro, A. H. (2008), `Estimating the New Keynesian Phillips Curve: A Vertical Production Chain Approach', Journal of Money, Credit and Banking 40(4), 627{666.

  165. Sheedy, K. D. (2010), `Intrinsic in ation persistence', Journal of Monetary Economics 57(8), 1049{1061.

  166. Smith, G. W. (2009), `Pooling forecasts in linear rational expectations models', Journal of Economic Dynamics and Control 33(11), 1858{1866.

  167. Sowell, F. (1996), `Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework', Econometrica 64(5), 1085{1107.

  168. Stock, J. H. and Watson, M. W. (2007), `Why Has U.S. In ation Become Harder to Forecast?', Journal of Money, Credit and Banking 39(1), 3{33.
    Paper not yet in RePEc: Add citation now
  169. Stock, J. H. and Watson, M. W. (2010), `Modeling In ation After the Crisis', National Bureau of Economic Research Working Papers (16488). Prepared for the Federal Reserve Bank of Kansas City Symposium at Jackson Hole.
    Paper not yet in RePEc: Add citation now

  170. Stock, J. H. and Wright, J. (2000), `GMM with Weak Identication', Econometrica 68(5), 1055{1096.

  171. Stock, J. H. and Yogo, M. (2002), `Testing for Weak Instruments in Linear IV Regression', National Bureau of Economic Research Working Papers (0284).

  172. Stock, J. H.,Wright, J. H. and Yogo, M. (2002), `A Survey ofWeak Instruments andWeak Identication in Generalized Method of Moments', Journal of Business & Economic Statistics 20(4), 518{529.
    Paper not yet in RePEc: Add citation now

  173. Taylor, J. B. (1979), `Staggered Wage Setting in a Macro Model', American Economic Review 69(2), 108{113.

  174. Taylor, J. B. (1980), `Aggregate Dynamics and Staggered Contracts', Journal of Political Economy 88(1), 1{23.

  175. Thomas, L. B. (1999), `Survey Measures of Expected U.S. In ation', Journal of Economic Perspectives 13(4), 125{144.
    Paper not yet in RePEc: Add citation now
  176. Tillmann, P. (2008), `Do interest rates drive in ation dynamics? An analysis of the cost channel of monetary transmission', Journal of Economic Dynamics and Control 32(9), 2723{2744.
    Paper not yet in RePEc: Add citation now

  177. Tsoukis, C., Kapetanios, G. and Pearlman, J. (2011), `Elusive Persistence: Wage and Price Rigidities, the New Keynesian Phillips Curve and In ation Dynamics', Journal of Economic Surveys 25(4), 737{768.

  178. White, H. (1980), `A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity', Econometrica 48(4), 817{838.

  179. Woodford, M. (2003), Interest and Prices: Foundations of a Theory of Monetary Policy, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  180. Wright, J. H. (2009), `Comment', Journal of Business & Economic Statistics 27(3), 323{326.
    Paper not yet in RePEc: Add citation now
  181. Yao, F. (2011), `Monetary Policy, Trend In ation and In ation Persistence'. SFB 649 Discussion Paper 2011-008.
    Paper not yet in RePEc: Add citation now

  182. Yun, T. (1996), `Nominal price rigidity, money supply endogeneity, and business cycles', Journal of Monetary Economics 37(2), 345{370.

  183. Zhang, C. and Clovis, J. (2010), `The New Keynesian Phillips Curve of rational expectations: A serial correlation extension', Journal of Applied Economics 13(1), 159{179.

  184. Zhang, C., Osborn, D. R. and Kim, D. H. (2008), `The New Keynesian Phillips Curve: From Sticky In ation to Sticky Prices', Journal of Money, Credit and Banking 40(4), 667{699.

  185. Zhang, C., Osborn, D. R. and Kim, D. H. (2009), `Observed In ation Forecasts and the New Keynesian Phillips Curve', Oxford Bulletin of Economics and Statistics 71(3), 375{398.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Formation of Expectations, Inflation and the Phillips Curve. (2017). Gorodnichenko, Yuriy ; Coibion, Olivier ; Kamdar, Rupal .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23304.

    Full description at Econpapers || Download paper

  2. Expectations as a source of macroeconomic persistence: Evidence from survey expectations in a dynamic macro model. (2017). Fuhrer, Jeff .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:86:y:2017:i:c:p:22-35.

    Full description at Econpapers || Download paper

  3. Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition. (2017). Lai, Ya-Wen.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00665.

    Full description at Econpapers || Download paper

  4. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1.

    Full description at Econpapers || Download paper

  5. Inflation expectations and low inflation in New Zealand. (2016). McDermott, Christopher ; Karagedikli, Ozer.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2016/09.

    Full description at Econpapers || Download paper

  6. Do Inflation Expectations Granger Cause Inflation?. (2016). Österholm, Pär ; Par, Osterholm .
    In: Working Papers.
    RePEc:hhs:oruesi:2016_004.

    Full description at Econpapers || Download paper

  7. Do Inflation Expectations Granger Cause Inflation?. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:nierwp:0145.

    Full description at Econpapers || Download paper

  8. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1602.

    Full description at Econpapers || Download paper

  9. Inflation forecasts and forecaster herding: Evidence from South African survey data. (2016). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:62:y:2016:i:c:p:42-50.

    Full description at Econpapers || Download paper

  10. The new Keynesian Phillips curve: An update on recent empirical advances. (2016). Sgro, Pasquale ; Bhattacharya, Prasad ; Abbas, Syed.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:378-403.

    Full description at Econpapers || Download paper

  11. Fundamental disagreement. (2016). Moench, Emanuel ; Crump, Richard ; Andrade, Philippe ; Eusepi, Stefano.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:83:y:2016:i:c:p:106-128.

    Full description at Econpapers || Download paper

  12. Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey. (2016). Çakmaklı, Cem ; Altug, Sumru ; Akmakli, Cem .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:138-153.

    Full description at Econpapers || Download paper

  13. The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy. (2016). Lee, Dong Jin ; Yoon, Jai Hyung .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:55:y:2016:i:c:p:102-114.

    Full description at Econpapers || Download paper

  14. How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?. (2016). Paloviita, Maritta ; Viren, Matti ; Kortelainen, Mika.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:540-550.

    Full description at Econpapers || Download paper

  15. Policy and macro signals as inputs to inflation expectation formation. (2016). Hubert, Paul ; Maule, Becky .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0581.

    Full description at Econpapers || Download paper

  16. Direct Evidence on Sticky Information from the Revision Behavior of Professional Forecasters. (2015). Pearce, Douglas ; Mitchell, Karlyn.
    In: MPRA Paper.
    RePEc:pra:mprapa:66172.

    Full description at Econpapers || Download paper

  17. Dispersion of Inflation Expectations: Stylized Facts, Puzzles, and Macroeconomic Implications. (2015). Kim, Youngse ; Jang, Byeongdeuk .
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20150630-31-1-04.

    Full description at Econpapers || Download paper

  18. Expectations as a source of macroeconomic persistence: an exploration of firms and households expectation formation. (2015). Fuhrer, Jeffrey.
    In: Working Papers.
    RePEc:fip:fedbwp:15-5.

    Full description at Econpapers || Download paper

  19. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.

    Full description at Econpapers || Download paper

  20. Optimal fiscal policy under learning. (2015). Caprioli, Francesco .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:58:y:2015:i:c:p:101-124.

    Full description at Econpapers || Download paper

  21. Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey. (2015). Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10419.

    Full description at Econpapers || Download paper

  22. On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data. (2014). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers229.

    Full description at Econpapers || Download paper

  23. Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data. (2014). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers226.

    Full description at Econpapers || Download paper

  24. Inflation expectation dynamics: the role of past present and forward looking information. (2014). Hubert, Paul ; Harun, Mirza .
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97.

    Full description at Econpapers || Download paper

  25. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded.

    Full description at Econpapers || Download paper

  26. Inflation expectation dynamics: the role of past present and forward looking information. (2014). Harun, Mirza ; Hubert, Paul.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97.

    Full description at Econpapers || Download paper

  27. Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data. (2014). Pierdzioch, Christian ; GUPTA, RANGAN ; Reid, Monique B..
    In: Working Papers.
    RePEc:pre:wpaper:201455.

    Full description at Econpapers || Download paper

  28. Критичен преглед на основните подходи за моделиране на икономическите очаквания. (2014). Gerunov, Anton.
    In: MPRA Paper.
    RePEc:pra:mprapa:68797.

    Full description at Econpapers || Download paper

  29. Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey. (2014). Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1413.

    Full description at Econpapers || Download paper

  30. Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. (2014). Plagborg-Moller, Mikkel ; Mavroeidis, Sophocles ; Stock, James H.
    In: Scholarly Articles.
    RePEc:hrv:faseco:22795845.

    Full description at Econpapers || Download paper

  31. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01098464.

    Full description at Econpapers || Download paper

  32. Fundamental disagreement. (2014). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Andrade, Philippe.
    In: Staff Reports.
    RePEc:fip:fednsr:655.

    Full description at Econpapers || Download paper

  33. Heterogeneous inflation expectations and learning. (2014). Zafar, Basit ; Madeira, Carlos.
    In: Staff Reports.
    RePEc:fip:fednsr:536.

    Full description at Econpapers || Download paper

  34. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1423.

    Full description at Econpapers || Download paper

  35. Inflation expectation dynamics:the role of past, present and forward looking information. (2014). Hubert, Paul ; Mirza, Harun .
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1407.

    Full description at Econpapers || Download paper

  36. Phillips curve in Brazil: an unobserved components approach. (2014). Machado, Vicente ; Portugal, Marcelo Savino ; Vicente da Gama Machado, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:354.

    Full description at Econpapers || Download paper

  37. Macroeconomic Regimes. (2013). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, S. ; BAELE, L..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:13/870.

    Full description at Econpapers || Download paper

  38. How have inflation dynamics changed over time? : Evidence from the euro area and USA. (2013). Paloviita, Maritta ; Vilmi, Lauri ; Oinonen, Sami.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2013_006.

    Full description at Econpapers || Download paper

  39. The New Keynesian Phillips Curves in Multiple Quantiles and the Asymmetry of Monetary Policy. (2012). Lee, Dong Jin ; Yoon, Jai Hyung .
    In: Working papers.
    RePEc:uct:uconnp:2012-03.

    Full description at Econpapers || Download paper

  40. Are individual survey expectations internally consistent?. (2012). Paloviita, Maritta ; Viren, Matti.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp77.

    Full description at Econpapers || Download paper

  41. Inflation Expectations and Behavior: Do Survey Respondents Act on their Beliefs?. (2012). Zafar, Basit ; van der Klaauw, Wilbert ; topa, giorgio ; de Bruin, Wandi Bruine ; Armantier, Olivier .
    In: 2012 Meeting Papers.
    RePEc:red:sed012:121.

    Full description at Econpapers || Download paper

  42. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo .
    In: Working Papers.
    RePEc:rbp:wpaper:2012-007.

    Full description at Econpapers || Download paper

  43. Real expectations: replacing rational expectations with survey expectations in dynamic macro models. (2012). Fuhrer, Jeffrey.
    In: Working Papers.
    RePEc:fip:fedbwp:12-19.

    Full description at Econpapers || Download paper

  44. Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:12-03.

    Full description at Econpapers || Download paper

  45. Inflation expectations and the evolution of U. S. inflation. (2011). Fuhrer, Jeffrey.
    In: Public Policy Brief.
    RePEc:fip:fedbpb:y:2011:n:11-4.

    Full description at Econpapers || Download paper

  46. Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic. (2011). Fidrmuc, Jarko ; Daniskova, Katarina ; Danikova, Katarina .
    In: Czech Economic Review.
    RePEc:fau:aucocz:au2011_099.

    Full description at Econpapers || Download paper

  47. Observed inflation forecasts and the new Keynesian macro model. (2011). Paloviita, Maritta ; Kortelainen, Mika ; Viren, Matti.
    In: Economics Letters.
    RePEc:eee:ecolet:v:112:y:2011:i:1:p:88-90.

    Full description at Econpapers || Download paper

  48. Fitting observed inflation expectations. (2011). Eusepi, Stefano ; Del Negro, Marco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:12:p:2105-2131.

    Full description at Econpapers || Download paper

  49. New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modelling. (2005). Smets, Frank ; Levin, Andrew ; Ehrmann, Michael ; Angeloni, Ignazio ; Aucremanne, Luc ; Gali, Jordi.
    In: Working Papers.
    RePEc:bge:wpaper:242.

    Full description at Econpapers || Download paper

  50. Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. (). Plagborg-Moller, Mikkel ; Mavroeidis, Sophocles ; Stock, James H. ; Plagborg-Mller, Mikkel .
    In: Working Paper.
    RePEc:qsh:wpaper:84656.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-26 17:33:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.