A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve

Author:

Chan Joshua C. C.1,Koop Gary2,Potter Simon M.3

Affiliation:

1. Research School of Economics; Australian National University; Canberra ACT Australia

2. Department of Economics; University of Strathclyde; Glasgow UK

3. Federal Reserve Bank of New York; NY USA

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference21 articles.

1. Are Phillips curves useful for forecasting inflation;Atkeson;Federal Reserve Bank of Minneapolis Quarterly Review,2001

2. Unemployment equilibria and input prices: theory and evidence from the United States;Carruth;Review of Economics and Statistics,1998

3. Efficient simulation and integrated likelihood estimation in state space models;Chan;International Journal of Mathematical Modelling and Numerical Optimisation,2009

4. Chan J Strachan R 2012 Estimation in non-linear non-Gaussian state-space models with precision-based methods

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