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Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area*
16 references·16 citing·32 second hopsampled
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area* (2007)Testing the New Keynesian Phillips Curve …Staggered Wage Setting in a Macro Model (2016)Staggered Wage Setting in a M…An Area Wide Model (Awm) for the Euro Area (2003)An Area Wide Model (Awm) for …Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Sticky Information versus Sti…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…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…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…New Keynesian Economics and the Phillips Curve (1995)New Keynesian Economics and t…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Inflation Persistence (1995)Inflation PersistenceInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Sticky Prices in the United States (1982)Sticky Prices in the United S…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…Unemployment And Inflation: Evidence Of A Nonlinear Phillips Curve In The Eurozone (2018)Unemployment And Inflation: E…On the slope and the persistence of the Italian Phillips curve (2018)On the slope and the persiste…Monetary policy shocks and Cholesky VARs: an assessment for the Euro area (2015)Monetary policy shocks and Ch…Frequentist Evaluation of Small DSGE Models (2014)Frequentist Evaluation of Sma…Changes in inflation dynamics under inflation targeting? Evidence from Central European countries (2014)Changes in inflation dynamics…Interpreting the evidence for New Keynesian models of inflation dynamics (2012)Interpreting the evidence for…Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model* (2011)Testing the Structural Interp…The new Keynesian Phillips curve revisited (2010)The new Keynesian Phillips cu…Simulation-based tests of forward-looking models under VAR learning dynamics (2010)Simulation-based tests of for…Expectations and the inertia of inflation: The case of Indonesia (2010)Expectations and the inertia …ELUSIVE PERSISTENCE: WAGE AND PRICE RIGIDITIES, THE NEW KEYNESIAN PHILLIPS CURVE AND INFLATION DYNAMICS (2010)ELUSIVE PERSISTENCE: WAGE AND…Testing the Structural Interpretation of the Price Puzzle with a Cost Channel Model (2009)Testing the Structural Interp…Macroeconometric Modeling for Policy (2009)Macroeconometric Modeling for…Contracting models of the Phillips curve empirical estimates for middle-income countries (2009)Contracting models of the Phi…The New Keynesian Phillips Curve Tested on OECD Panel Data (2008)The New Keynesian Phillips Cu…Testing the New Keynesian Model on U.S. and Euro Area Data (2008)Testing the New Keynesian Mod…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Statistical inference in vector autoregressions with possibly integrated processes (1995)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis Forecasting and Control. 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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2002Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve2,302 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 1995Inflation Persistence1,007 cited
  • 2016Staggered Wage Setting in a Macro Model940 cited
  • 1995New Keynesian Economics and the Phillips Curve896 cited

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2003
An Area Wide Model (Awm) for the Euro Area
641 cited

Cited by

  • 2010Expectations and the inertia of inflation: The case of Indonesia43 cited
  • 2014Changes in inflation dynamics under inflation targeting? Evidence from Central European countries39 cited
  • 2011Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model*38 cited
  • 2009Contracting models of the Phillips curve empirical estimates for middle-income countries32 cited
  • 2018Unemployment And Inflation: Evidence Of A Nonlinear Phillips Curve In The Eurozone32 cited
  • 2009Testing the Structural Interpretation of the Price Puzzle with a Cost Channel Model32 cited
  • 2008The New Keynesian Phillips Curve Tested on OECD Panel Data31 cited
  • 2010The new Keynesian Phillips curve revisited22 cited
  • 2014Frequentist Evaluation of Small DSGE Models17 cited
  • 2010Simulation-based tests of forward-looking models under VAR learning dynamics17 cited
  • 2008Testing the New Keynesian Model on U.S. and Euro Area Data17 cited
  • 2015Monetary policy shocks and Cholesky VARs: an assessment for the Euro area16 cited
  • 2012Interpreting the evidence for New Keynesian models of inflation dynamics15 cited
  • 2009Macroeconometric Modeling for Policy13 cited
  • 2018On the slope and the persistence of the Italian Phillips curve13 cited
  • 2010ELUSIVE PERSISTENCE: WAGE AND PRICE RIGIDITIES, THE NEW KEYNESIAN PHILLIPS CURVE AND INFLATION DYNAMICS13 cited