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Testing the New Keynesian Phillips Curve Without Assuming Identification
16 references·2 citing·42 second hop
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 1995Inflation Persistence1,007 cited
  • 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area919 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2003Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators806 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 2005Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach382 cited
  • 1988The Limits to Rational Expectations.382 cited
  • 2005Testing Parameters in GMM Without Assuming that They Are Identified

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361 cited
  • 1992Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions253 cited
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    • 2012Interpreting the evidence for New Keynesian models of inflation dynamics15 cited
    • 2009Macroeconometric Modeling for Policy13 cited