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Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve

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  • Richard A. Ashley.
  • Randall J. Verbrugge.

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File URL: http://ashleymac.econ.vt.edu/working_papers/nkpc.pdf
File Function: First version, 2005
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Bibliographic Info

Paper provided by Virginia Polytechnic Institute and State University, Department of Economics in its series Working Papers with number e06-12.

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Length: 46 pages
Date of creation: 2006
Date of revision:
Handle: RePEc:vpi:wpaper:e06-12

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Related research

Keywords: Phillips Curve; spectral regression; time series analysis;

This paper has been announced in the following NEP Reports:

References

References listed on IDEAS
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Citations

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Cited by:
  1. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2010. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers e07-21, Virginia Polytechnic Institute and State University, Department of Economics.
  2. Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu, 2014. "Revisiting the inflation–output gap relationship for France using a wavelet transform approach," Economic Modelling, Elsevier, vol. 37(C), pages 464-475.

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