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A multiple break panel approach to estimating United States Phillips curves
16 references·2 citing·27 second hop
A multiple break panel approach to estimating United States Phillips curves (2010)A multiple break panel approach to estima…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Dynamic panel data models: a guide to micro data methods and practice (2002)Dynamic panel data models: a …The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …The Role of Monetary Policy (1995)The Role of Monetary PolicyInitial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)Phillips Curves, Expectations…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…Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation? (2013)Does Output Gap, Labour's Sha…Testing the Invariance of Expectations Models of Inflation (2010)Testing the Invariance of Exp…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Specification Tests in Econometrics (1978)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Discretion versus policy rules in practice (1993)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Measuring Economic Policy Uncertainty* (2016)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1995The Role of Monetary Policy3,796 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2002Dynamic panel data models: a guide to micro data methods and practice2,568 cited
  • 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 12,387 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited

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2007
Why Has U.S. Inflation Become Harder to Forecast?
1,719 cited
  • 1967Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time1,654 cited
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    • 2013Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?10 cited
    • 2010Testing the Invariance of Expectations Models of Inflation10 cited