SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
16 references·7 citing·40 second hop
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve (2014)Trend Inflation and the Nature of Structu…Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as …Modelling the Phillips curve with unobserved components (2010)Modelling the Phillips curve …Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Trend Inflation, Indexation, …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…How Important Is Money in the Conduct of Monetary Policy? (2007)How Important Is Money in the…Changes in the Federal Reserve's Inflation Target: Causes and Consequences (2007)Changes in the Federal Reserv…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Staggered prices and trend inflation: some nuisances (2004)Staggered prices and trend in…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…The intermittent Phillips curve: finding a stable (but persistence-dependent) Phillips curve model specification (2023)The intermittent Phillips cur…Decomposing the output gap with inflation learning (2022)Decomposing the output gap wi…Which Output Gap Estimates Are Stable in Real Time and Why? (2020)Which Output Gap Estimates Ar…Is the slope of the Phillips curve time-varying? Evidence from unobserved components models (2019)Is the slope of the Phillips …Thai inflation dynamics in a globalized economy (2018)Thai inflation dynamics in a …Forecasting inflation: Phillips curve effects on services price measures (2017)Forecasting inflation: Philli…INFLATION IN THE G7: MIND THE GAP(S)? (2013)INFLATION IN THE G7: MIND THE…A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Forecasting Inflation (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)State-Space Models with Regime Switching (1999)Has the Business Cycle Changed and Why? (2002)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Has Monetary Policy Become More Effective? (2006)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)American Economic Review (2019)Time to Build and Aggregate Fluctuations (1982)The Science of Monetary Policy: A New Keynesian Perspective (1999)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Understanding the Effects of Government Spending on Consumption (2007)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)
this work references cited by second hop

References

  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2008Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve562 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 2007Changes in the Federal Reserve's Inflation Target: Causes and Consequences425 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 2004Staggered prices and trend inflation: some nuisances

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

309 cited
  • 2007How Important Is Money in the Conduct of Monetary Policy?304 cited
  • 2010Modelling the Phillips curve with unobserved components72 cited
  • Cited by

    • 2017Forecasting inflation: Phillips curve effects on services price measures42 cited
    • 2013INFLATION IN THE G7: MIND THE GAP(S)?26 cited
    • 2018Thai inflation dynamics in a globalized economy20 cited
    • 2023The intermittent Phillips curve: finding a stable (but persistence-dependent) Phillips curve model specification19 cited
    • 2022Decomposing the output gap with inflation learning17 cited
    • 2020Which Output Gap Estimates Are Stable in Real Time and Why?16 cited
    • 2019Is the slope of the Phillips curve time-varying? Evidence from unobserved components models15 cited