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Citations for "Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics"

by Rudd, Jeremy & Whelan, Karl

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  1. Russell, Bill, 2011. "Non-stationary inflation and panel estimates of United States short and long-run Phillips curves," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 406-419, September.
  2. Karol Szafranek, 2016. "Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective," NBP Working Papers 239, Narodowy Bank Polski, Economic Research Department.
  3. Creel, Jérôme & Hubert, Paul & Saraceno, Francesco, 2013. "An assessment of the Stability and Growth Pact reform in a small-scale macro-framework," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1567-1580.
  4. Rao, B. Bhaskara & Paradiso, Antonio, 2011. "Time series estimates of the US new Keynesian Phillips curve with structural breaks," MPRA Paper 28413, University Library of Munich, Germany.
  5. Marie Diron & Benoît Mojon, 2008. "Are inflation targets good inflation forecasts?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 33-45.
  6. Kim, Insu, 2009. "Dual Wage Rigidities: Theory and Some Evidence," MPRA Paper 21494, University Library of Munich, Germany, revised Mar 2010.
  7. Paloviita, Maritta, 2005. "Comparing alternative Phillips curve specifications : European results with survey-based expectations," Research Discussion Papers 22/2005, Bank of Finland.
  8. Michael T. Kiley, 2007. "A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 101-125, 02.
  9. Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015. "Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?," Working Papers hal-01143545, HAL.
  10. Richard Dennis, 2007. "Fixing the New Keynesian Phillips curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov30.
  11. Fair, Ray C., 2007. "Testing Price Equations," Kiel Working Papers 1342, Kiel Institute for the World Economy (IfW).
  12. Christina D. Romer & David H. Romer, 2010. "The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks," American Economic Review, American Economic Association, vol. 100(3), pages 763-801, June.
  13. Fair, Ray C., 2008. "Testing price equations," European Economic Review, Elsevier, vol. 52(8), pages 1424-1437, November.
  14. Juan José Echavarría & Enrique López & Martha Misas, 2011. "La persistencia estadística de la inflación en Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 224-266, Junio.
  15. Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, 08.
  16. Knell, Markus & Stiglbauer, Alfred, 2009. "The impact of reference norms on inflation persistence when wages are staggered," Working Paper Series 1047, European Central Bank.
  17. Ashoka Mody & Franziska L Ohnsorge, 2007. "Can Domestic Policies Influence Inflation?," IMF Working Papers 07/257, International Monetary Fund.
  18. Dandan Liu & Dennis Jansen, 2011. "Does a factor Phillips curve help? An evaluation of the predictive power for U.S. inflation," Empirical Economics, Springer, vol. 40(3), pages 807-826, May.
  19. repec:eee:ecolet:v:156:y:2017:i:c:p:53-57 is not listed on IDEAS
  20. Rao, B. Bhaskara & Paradiso, Antonio, 2011. "Estimates of the US Phillips curve with the general to specific method," MPRA Paper 28411, University Library of Munich, Germany.
  21. Zhang, Chengsi & Murasawa, Yasutomo, 2011. "Output gap measurement and the New Keynesian Phillips curve for China," Economic Modelling, Elsevier, vol. 28(6), pages 2462-2468.
  22. Rao, B. Bhaskara & Cao, Cung, 2010. "New estimates of the hybrid US Phillips curve," MPRA Paper 27528, University Library of Munich, Germany.
  23. Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
  24. David Kiefer, 2011. "Targets, Policy Lags and Sticky Prices in a Two-Equation Model of US Stabilization Policy," Working Paper Series, Department of Economics, University of Utah 2011_03, University of Utah, Department of Economics.
  25. Peter Tillmann, 2009. "The New Keynesian Phillips curve in Europe: does it fit or does it fail?," Empirical Economics, Springer, vol. 37(3), pages 463-473, December.
  26. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September.
  27. Liu, Chunping & Minford, Patrick, 2014. "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, vol. 43(C), pages 407-415.
  28. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
  29. Abbas, Syed K. & Bhattacharya, Prasad Sankar & Sgro, Pasquale, 2016. "The new Keynesian Phillips curve: An update on recent empirical advances," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 378-403.
  30. James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551.
  31. Petrella, Ivan & Santoro, Emiliano, 2012. "Inflation dynamics and real marginal costs: New evidence from U.S. manufacturing industries," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 779-794.
  32. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
  33. Markku Lanne & Arto Luoma & Jani Luoto, 2012. "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 812-830, 08.
  34. Richard Dennis, 2006. "The frequency of price adjustment and New Keynesian business cycle dynamics," Working Paper Series 2006-22, Federal Reserve Bank of San Francisco.
  35. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, 06.
  36. Jan Marc Berk & Job Swank, 2007. "Regional real exchange rates and Phillips curves in monetary unions - Evidence from the US and EMU," DNB Working Papers 147, Netherlands Central Bank, Research Department.
  37. Nymoen, Ragnar & Swensen, Anders Rygh & Tveter, Eivind, 2012. "Interpreting the evidence for New Keynesian models of inflation dynamics," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 253-263.
  38. Ambrocio, Gene & Jang, Tae-Seok, 2009. "Productivity shocks and the New Keynesian Phillips Curve: Evidence from US and Euro area," Kiel Advanced Studies Working Papers 453, Kiel Institute for the World Economy (IfW).
  39. Jörg Döpke & Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2008. "Sticky Information Phillips Curves: European Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1513-1520, October.
  40. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
  41. Carriero, Andrea, 2008. "A simple test of the New Keynesian Phillips Curve," Economics Letters, Elsevier, vol. 100(2), pages 241-244, August.
  42. Jeremy Rudd & Karl Whelan, 2007. "Modeling Inflation Dynamics: A Critical Review of Recent Research," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 155-170, 02.
  43. Ichiro Muto, 2009. "Estimating A New Keynesian Phillips Curve With A Corrected Measure Of Real Marginal Cost: Evidence In Japan," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 667-684, October.
  44. Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," Revue d'économie politique, Dalloz, vol. 124(6), pages 953-989.
  45. Matthew Doyle & Jean-Paul Lam, 2010. "Is the New Keynesian Explanation of the Great Dis-Inflation Consistent with the Cross Country Data?," Working Papers 1010, University of Waterloo, Department of Economics, revised Oct 2010.
  46. Syed Kanwar Abbas & Prasad Sankar Bhattacharya & Debdulal Mallick & Pasquale Sgro, 2016. "The New Keynesian Phillips Curve in a Small Open Economy: Empirical Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 409-434, 09.
  47. Charlotta Groth & Jarkko Jääskelä & Paolo Surico, 2006. "Fundamental inflation uncertainty," Bank of England working papers 309, Bank of England.
  48. Gene Ambrocio & Tae-Seok Jang, 2009. "Productivity Shocks and the New Keynesian Phillips Curve: Evidence from US and Euro Area," Kiel Advanced Studies Working Papers 453, Kiel Institute for the World Economy.
  49. Paul Hubert, 2010. "Monetary Policy, Imperfect Information and the Expectations Channel," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
  50. Don H. Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
  51. repec:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg is not listed on IDEAS
  52. Marcelle, Chauvet & Insu, Kim, 2010. "Microfoundations of Inflation Persistence in the New Keynesian Phillips Curve," MPRA Paper 23109, University Library of Munich, Germany.
  53. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 2, pages 1-24.
  54. Jan-Oliver Menz, 2010. "Uncertainty, social norms and consumption theory: Post and New Keynesian approaches," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 7(1), pages 125-146.
  55. Demertzis, Maria & Hughes Hallett, Andrew & Schermer, Nicolien, 2009. "Europeanization or globalization? Transnational wage bargaining and the distribution of activity in European labor markets," The North American Journal of Economics and Finance, Elsevier, vol. 20(2), pages 177-192, August.
  56. Kenji Moriyama, 2011. "Inflation Inertia in Egypt and its Policy Implications," IMF Working Papers 11/160, International Monetary Fund.
  57. Diron, Marie & Mojon, Benoît, 2005. "Forecasting the central bank's inflation objective is a good rule of thumb," Working Paper Series 564, European Central Bank.
  58. Don H. Kim, 2009. "Challenges in macro-finance modeling," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 519-544.
  59. Michelle L. Barnes & Fabià Gumbau-Brisa & Denny Lie & Giovanni P. Olivei, 2011. "Estimation of forward-looking relationships in closed form: an application to the New Keynesian Phillips curve," Working Papers 11-3, Federal Reserve Bank of Boston.
  60. Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, vol. 22(2), pages 317-337, April.
  61. Fair, Ray C., 2008. "Testing price equations," European Economic Review, Elsevier, vol. 52(8), pages 1424-1437, November.
  62. James Malcomson & Sophocles Mavroeidis, 2010. "Nash Bargaining, Credible Bargaining and Efficiency Wages in a Matching Model for the US," Economics Series Working Papers 511, University of Oxford, Department of Economics.
  63. Fair, Ray C., 2007. "Evaluating Inflation Targeting Using a Macroeconometric Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-52.
  64. Peter Tillmann, 2010. "A note on the stability of the New Keynesian Phillips Curve in Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 241-245, February.
  65. Gomes, Orlando, 2012. "Thought experimentation and the Phillips curve," Research in Economics, Elsevier, vol. 66(1), pages 45-64.
  66. Fuhrer, Jeffrey C., 2010. "Inflation Persistence," Handbook of Monetary Economics,in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486 Elsevier.
  67. Le, Vo Phuong Mai & Minford, Patrick, 2007. "Optimising indexation arrangements under Calvo contracts and their implications for monetary policy," Cardiff Economics Working Papers E2007/7, Cardiff University, Cardiff Business School, Economics Section.
  68. Jisheng Yang, 2010. "Expectation, excess liquidity and inflation dynamics in China," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(3), pages 412-429, September.
  69. Minford, Patrick & Peel, David, 2004. "Calvo Contracts: A Critique," CEPR Discussion Papers 4288, C.E.P.R. Discussion Papers.
  70. Cassou, Steven P. & Vázquez Pérez, Jesús, 2010. "New Keynesian Model Features that Can Reproduce Lead, Lag and Persistence Patterns," DFAEII Working Papers 2010-05, University of the Basque Country - Department of Foundations of Economic Analysis II.
  71. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, 02.
  72. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0h0g8tgo is not listed on IDEAS
  73. Calvo, Guillermo & Celasun, Oya & Kumhof, Michael, 2007. "Inflation inertia and credible disinflation," Journal of International Economics, Elsevier, vol. 73(1), pages 48-68, September.
  74. Chengsi Zhang & Joel Clovis, 2010. "The New Keynesian Phillips Curve of rational expectations: A serial correlation extension," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 159-179, May.
  75. Zhang, Chengsi & Murasawa, Yasutomo, 2012. "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, vol. 23(1), pages 60-70.
  76. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
  77. Ieva Rubene & Paolo Guarda, 2004. "The new Keynesian Phillips curve: empirical results for Luxembourg," BCL working papers 11, Central Bank of Luxembourg.
  78. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
  79. Jang, Tae-Seok, 2012. "Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations," MPRA Paper 39669, University Library of Munich, Germany.
  80. Sandra Eickmeier & Katharina Pijnenburg, 2013. "The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 103-122, 02.
  81. Harashima, Taiji, 2008. "A Microfounded Mechanism of Observed Substantial Inflation Persistence," MPRA Paper 10668, University Library of Munich, Germany.
  82. Jang, Tae-Seok, 2012. "Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations," MPRA Paper 40278, University Library of Munich, Germany.
  83. Carlos Capistrán & Gabriel Cuadra & Manuel Ramos Francia, 2011. "Policy Response to External Shocks: Lessons from the Crisis," Working Papers 2011-14, Banco de México.
  84. Rochelle M. Edge & Jeremy B. Rudd, 2005. "Temporary partial expensing in a general-equilibrium model," Finance and Economics Discussion Series 2005-19, Board of Governors of the Federal Reserve System (U.S.).
  85. Paul, Biru Paksha, 2009. "In search of the Phillips curve for India," Journal of Asian Economics, Elsevier, vol. 20(4), pages 479-488, September.
  86. Sophocles N. Brissimis & Nicholas S. Magginas, 2008. "Inflation Forecasts and the New Keynesian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 1-22, June.
  87. Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank.
  88. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
  89. Moore, Bartholomew, 2014. "Monetary policy regimes and inflation in the new-Keynesian model," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 323-337.
  90. Christopher Tsoukis & George Kapetanios & Joseph Pearlman, 2011. "Elusive Persistence: Wage And Price Rigidities, The New Keynesian Phillips Curve And Inflation Dynamics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 737-768, 09.
  91. Kim, Insu & Yie, Myung-Soo, 2016. "Trend inflation, firms' backward-looking behavior, and inflation gap persistence," Economic Modelling, Elsevier, vol. 58(C), pages 116-125.
  92. Masahiko Shibamoto, 2009. "The Estimation of the New Keynesian Phillips Curve in Japan and Its Implication for the Inflation Response to a Monetary Policy Shock," Discussion Paper Series 235, Research Institute for Economics & Business Administration, Kobe University.
  93. Toshihiro Okada, 2017. "Time to Innovate and Aggregate Fluctuations: a New Keynesian Model with Endogenous Technology," Discussion Paper Series 154, School of Economics, Kwansei Gakuin University, revised Jan 2017.
  94. David Kiefer, 2010. "A 2-Equation Model of the North Atlantic Economies, a Dynamic Panel Study," Working Paper Series, Department of Economics, University of Utah 2010_06, University of Utah, Department of Economics.
  95. James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 361-395.
  96. Malcomson, James & Mavroeidis, Sophocles, 2015. "Bargaining and Wage Rigidity in a Matching Model for the US," IZA Discussion Papers 8806, Institute for the Study of Labor (IZA).
  97. Jang, Tae-Seok, 2012. "Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior," Economics Working Papers 2012-07, Christian-Albrechts-University of Kiel, Department of Economics.
  98. Ivo Krznar, 2011. "An Analysis of the Domestic Inflation Rate Dynamics and the Phillips Curve," Working Papers 31, The Croatian National Bank, Croatia.
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