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Misspecification Testing: Non-Invariance of Expectations Models of Inflation
16 references·4 citing·42 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1995Dynamic Econometrics1,199 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
  • 1983The Econometric Analysis of Time Series.900 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited
  • 2001European inflation dynamics622 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations

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600 cited
  • 2008Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve562 cited
  • Cited by

    • 2015Inflation forecasting models for Uganda: is mobile money relevant?17 cited
    • 2013Behavioral Heterogeneity in U.S. Inflation Dynamics17 cited
    • 2024What a Puzzle! Unravelling Why UK Phillips Curves were Unstable13 cited
    • 2013Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?10 cited