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Cointegration-based tests of the New Keynesian Model of inflation. (2002). Demery, David ; Duck, Nigel.
In: Bristol Economics Discussion Papers.
RePEc:bri:uobdis:02/541.

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  1. Empirical Testing of New Keynesian Phillips Curve in Conditions of the Czech Republic in 1994 - 2003. (2005). Plašil, Miroslav ; Arlt, Josef ; Plail, Miroslav.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2005:y:2005:i:2:id:257:p:117-129.

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References

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  1. Baillie, Richard, Chung, C.-F., and Tieslau, M.A. (1966) `Analysing inflation by the fractionally integrated ARFIMA-GARCH model, Journal of Applied Econometrics, 11, pp. 23-40.
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  2. Batini, Nicoletta, Jackson, Brian and Nickell, Stephen (2000) `Inflation and the labour share in the UK, Bank of England External MPC Discussion Paper No. 2.
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  3. Bekdache, Basma and Baum, Christopher F. (2000) `A reevaluation of empirical tests of the Fisher hypothesis, Department of Economics, Wayne State University Mimeo.

  4. Blinder, Alan S. and Deaton, Angus (1985) `The time series consumption function revisited, Brookings Papers on Economic Activity, 2, pp. 465-521.

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  6. Campbell, John (1987) `Does saving anticipate declining labour income? An alternative test of the permanent income hypothesis, Econometrica 55, pp. 1249-1273.

  7. Cointegration-based Tests of the New Keynesian Model of Inflation 17 Hall, Robert E. (1978) `Stochastic implications of the life-cyclepermanent income hypothesis: theory and evidence, Journal of Political Economy, 86, pp. 971-87.

  8. Demery, David and Duck, Nigel W. (2001) `The New Keynesian Phillips Curve and imperfect information, University of Bristol Working Paper 01/528.
    Paper not yet in RePEc: Add citation now

  9. Engle, Robert F., and Granger, Clive W. J. (1987) `Cointegration and error-correction: representation, estimation and testing, Econometrica, 55, pp. 251-276.

  10. Galí, Jordi and Gertler, Mark (1999) `Inflation dynamics: a structural econometric analysis, Journal of Monetary Economics, 44, pp. 195-222.

  11. Galí, Jordi; Gertler, Mark and López-Salido, J. David (2001) `European inflation dynamics, European Economic Review, 45, pp. 1237-1270.

  12. Hall, Simon, Walsh, Mark, and Yates, Anthony (1997) `How do UK companies set prices?, Bank of England Mimeo.

  13. Hassler, Uwe and Wolters, Jurgen (1994) `On the power of unit roots against fractionally integrated alternatives, Economics Letters, 45, pp. 1-5.
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  14. Hassler, Uwe and Wolters, Jurgen (1995) `Long memory in inflation rates: international evidence, Journal of Business and Economic Statistics 13, pp. 37-45.

  15. Kwiatkowski, Denis, Phillips, Peter C.B., Schmidt, Peter and Shin, Yongcheol (1992) `Testing the null hypothesis of stationarity against the alternative of a unit root, Journal of Econometrics, 54, pp. 159-178.

  16. Mankiw, N. Gregory (2001) `The inexorable and mysterious tradeoff between inflation and unemployment Economic Journal, 111, pp. C45-C61.

  17. Sbordone, Argia M. (2001) `Prices and unit labor costs: a new test of price stickiness, Rutgers University Mimeo.

  18. Taylor, John B. (1999) `Staggered price and wage setting in macroeconomics , in John B. Taylor and Michael Woodford (eds.) Handbook of Macroeconomics, North Holland, Elsevier, pp. 1009-1050.

  19. Woodford, Michael, (1996) `Control of the public debt: a requirement for price stability? NBER Working Paper 5684.

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