Estimating a high-frequency New Keynesian Phillips curve
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- Steffen Ahrens & Stephen Sacht, 2014. "Estimating a high-frequency New-Keynesian Phillips curve," Empirical Economics, Springer, vol. 46(2), pages 607-628, March.
- Ahrens, Steffen & Sacht, Stephen, 2011. "Estimating a high-frequency New-Keynesian Phillips curve," Kiel Working Papers 1686, Kiel Institute for the World Economy (IfW Kiel).
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Cited by:
- Yazgan M. Ege & Yilmazkuday Hakan, 2005. "Inflation Dynamics of Turkey: A Structural Estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-15, March.
- Kukacka, Jiri & Sacht, Stephen, 2023.
"Estimation of heuristic switching in behavioral macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Kukacka, Jiri & Sacht, Stephen, 2021. "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers 2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Tae-Seok Jang & Stephen Sacht, 2016.
"Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching,"
Metroeconomica, Wiley Blackwell, vol. 67(1), pages 76-113, February.
- Jang, Tae-Seok & Sacht, Stephen, 2014. "Animal spirits and the business cycle: Empirical evidence from moment matching," Economics Working Papers 2014-06, Christian-Albrechts-University of Kiel, Department of Economics.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015.
"Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model,"
The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers 2012-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013. "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79694, Verein für Socialpolitik / German Economic Association.
- Lis, Eliza & Nickel, Christiane & Papetti, Andrea, 2020. "Demographics and inflation in the euro area: a two-sector new Keynesian perspective," Working Paper Series 2382, European Central Bank.
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More about this item
Keywords
Calvo Staggering; High-Frequency NKM; GMM;All these keywords.
JEL classification:
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-10-09 (Central Banking)
- NEP-MAC-2011-10-09 (Macroeconomics)
- NEP-MST-2011-10-09 (Market Microstructure)
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