A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
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References listed on IDEAS
- Sahuc, Jean-Guillaume, 2006.
"Partial indexation, trend inflation, and the hybrid Phillips curve,"
Elsevier, vol. 90(1), pages 42-50, January.
- Sahuc, J-G., 2004. "Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve," Working papers 118, Banque de France.
- Jean-Guillaume Sahuc, 2004. "Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve," Post-Print hal-01612716, HAL.
- Jean-Guillaume Sahuc, 2004. "Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve," Documents de recherche 04-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-30 (All new papers)
- NEP-ECM-2013-03-30 (Econometrics)
- NEP-ETS-2013-03-30 (Econometric Time Series)
- NEP-MON-2013-03-30 (Monetary Economics)
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