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The long-run Phillips curve: A structural VAR investigation
16 references·4 citing·39 second hop
The long-run Phillips curve: A structural VAR investigation (2015)The long-run Phillips curve: A structural…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Inflation Targeting: Lessons from the International Experience (1999)Inflation Targeting: Lessons …Inflation targeting: lessons from the international experience (1999)Inflation targeting: lessons …Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…The Macroeconomics of Low Inflation (1996)The Macroeconomics of Low Inf…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Inflation Crises and Long-Run Growth (1995)Inflation Crises and Long-Run…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…Expectations and the neutrality of money (1972)Expectations and the neutrali…The Welfare Costs of Inflation (2021)The Welfare Costs of InflationDrawing conclusions from structural vector autoregressions identified on the basis of sign restrictions (2020)Drawing conclusions from stru…The Phillips Curve at 60: Time for Time and Frequency (2019)The Phillips Curve at 60: Tim…Do TFP and the relative price of investment share a common I(1) component? (2014)Do TFP and the relative price…Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Inflation Targeting: A New Framework for Monetary Policy? (1997)Fairness as a Constraint on Profit Seeking: Entitlements in the Market (2000)Macroeconomic Expectations of Households and Professional Forecasters (2003)Employment Fluctuations with Equilibrium Wage Stickiness (2005)The federal funds rate and the channels of monetary transmission (1989)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)A Theory of the Consumption Function (1960)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Does Culture Affect Economic Outcomes? (2006)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Aggregate Demand Management in Search Equilibrium (1982)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)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)Trends and random walks in macroeconmic time series (1982)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 1996The Macroeconomics of Low Inflation1,228 cited
  • 1999Inflation targeting: lessons from the international experience1,154 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 1995Inflation Crises and Long-Run Growth891 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited

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  • 1999Inflation Targeting: Lessons from the International Experience820 cited
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    • 2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions36 cited
    • 2019The Phillips Curve at 60: Time for Time and Frequency22 cited
    • 2021The Welfare Costs of Inflation18 cited
    • 2014Do TFP and the relative price of investment share a common I(1) component?14 cited