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The Evolution of the Phillips Curve: A Modern Time Series Viewpoint
12 references·7 citing·36 second hop
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint (2009)The Evolution of the Phillips Curve: A Mo…Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? (2008)Non-Linear Models: Where Do W…Chapter 8 Forecasting economic variables with nonlinear models (2006)Chapter 8 Forecasting economi…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Thick modeling (2003)Thick modelingStabilisation policy and the time-forms of lagged responses (2000)Stabilisation policy and the …A. W. H. Phillips: Collected Works in Contemporary Perspective (2000)A. W. H. Phillips: Collected …Testing for causality (1980)Testing for causalityThe Relation between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1862-1957: A Further Analysis (1960)The Relation between Unemploy…The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)The Relation Between Unemploy…Stabilisation Policy and the Time-Forms of Lagged Responses (1957)Stabilisation Policy and the …Some Notes on the Estimation of Time-Forms of Reactions in Interdependent Dynamic Systems (1956)Some Notes on the Estimation …Stabilisation Policy in a Closed Economy (1954)Stabilisation Policy in a Clo…Nonlinear models of the Phillips curve (2021)Nonlinear models of the Phill…On the Conditional Distribution of Euro Area Inflation Forecast (2016)On the Conditional Distributi…Tests for serial dependence in static, non-Gaussian factor models (2015)Tests for serial dependence i…Measuring the dynamics of global business cycle connectedness (2015)Measuring the dynamics of glo…A state-dependent model for inflation forecasting (2015)A state-dependent model for i…A State-Dependent Model for Inflation Forecasting (2012)A State-Dependent Model for I…The Phillips curve and the Italian lira, 1861–1998 (2010)The Phillips curve and the It…Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Comparing Predictive Accuracy (1994)Chapter 6 Forecasting with VARMA Models (2006)Chapter 9 Approximate Nonlinear Forecasting Methods (2006)Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster (2020)The Combination of Forecasts (1969)Combining forecasts: A review and annotated bibliography (1989)The M3-Competition: results, conclusions and implications (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)Discretion versus policy rules in practice (1993)International house prices and macroeconomic fluctuations (2009)Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition (2011)Is there an optimal forecast combination? (2013)Money-Wage Dynamics and Labor-Market Equilibrium (1968)THE ECONOMICS OF JOB SEARCH: A SURVEY (1976)Behavioral Macroeconomics and Macroeconomic Behavior (2002)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Decoupling of CO2 emissions and GDP: A time-varying cointegration approach (2018)Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic (2022)Monetary Theory and Policy, 2nd Edition (2003)Speed Limit Policies: The Output Gap and Optimal Monetary Policy (2003)Modelling Nonlinear Economic Time Series (2010)Near-Rational Wage and Price Setting and the Long-Run Phillips Curve (2000)ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATION (1991)The rebuilding macroeconomic theory project: an analytical assessment (2017)The Theory of Economic Growth: A Survey (1965)Robustness properties of a rule for monetary policy (1988)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)
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References

  • 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 12,387 cited
  • 1980Testing for causality1,747 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 1960The Relation between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1862-1957: A Further Analysis646 cited
  • 1954Stabilisation Policy in a Closed Economy589 cited
  • 1957Stabilisation Policy and the Time-Forms of Lagged Responses331 cited
  • 2000Stabilisation policy and the time-forms of lagged responses198 cited
  • 2008Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?193 cited
  • 2003Thick modeling187 cited
  • 2006Chapter 8 Forecasting economic variables with nonlinear models123 cited
  • 2000A. W. H. Phillips: Collected Works in Contemporary Perspective77 cited
  • 1956Some Notes on the Estimation of Time-Forms of Reactions in Interdependent Dynamic Systems76 cited

Cited by

  • 2015Measuring the dynamics of global business cycle connectedness71 cited
  • 2015A state-dependent model for inflation forecasting39 cited
  • 2015Tests for serial dependence in static, non-Gaussian factor models

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31 cited
  • 2016On the Conditional Distribution of Euro Area Inflation Forecast25 cited
  • 2012A State-Dependent Model for Inflation Forecasting23 cited
  • 2021Nonlinear models of the Phillips curve18 cited
  • 2010The Phillips curve and the Italian lira, 1861–199818 cited