Testing the Invariance of Expectations Models of Inflation
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- David Hendry & Jennifer L. Castle & Jurgen A. Doornik, 2010. "Testing the Invariance of Expectations Models of Inflation," Economics Series Working Papers 510, University of Oxford, Department of Economics.
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- repec:taf:emetrv:v:35:y:2016:i:7:p:1251-1270 is not listed on IDEAS
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More about this item
KeywordsNew-Keynesian Phillips curve; Inflation expectations; Structural breaks; Impulse-indicator saturation.;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-30 (All new papers)
- NEP-CBA-2011-01-30 (Central Banking)
- NEP-MON-2011-01-30 (Monetary Economics)
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