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Inflation-Gap Persistence in the US. (2010). Sargent, Thomas ; Primiceri, Giorgio ; Cogley, Timothy.
In: American Economic Journal: Macroeconomics.
RePEc:aea:aejmac:v:2:y:2010:i:1:p:43-69.

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  2. Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef.
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  4. Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis.
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  6. A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye.
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  31. Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata.
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  44. State-dependent fiscal multipliers with preferences over safe assets. (2021). Rannenberg, Ansgar.
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  48. Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
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  90. Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion. (2019). Rabitsch, Katrin ; Maršál, Aleš ; Kaszab, Lorant ; Marsal, Ales .
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  92. Trend Fundamentals and Exchange Rate Dynamics. (2019). Kaufmann, Daniel ; Huber, Florian.
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  93. Monetary policy regimes and inflation persistence in the United Kingdom. (2019). Zakipour-Saber, Shayan.
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  94. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2019). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:2:p:508-540.

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  95. Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958.

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  96. Taking the Fed at its Word: A New Approach to Estimating Central Bank Objectives Using Text Analysis. (2019). Wilson, Daniel ; Shapiro, Adam.
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  97. Policy regimes and the shape of the Phillips curve in Australia. (2019). Mallick, Debdulal.
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  98. Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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  99. Trend inflation and monetary policy regimes in Japan. (2019). Okimoto, Tatsuyoshi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:92:y:2019:i:c:p:137-152.

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  100. A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

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  101. Macroeconomic effects of inflation target uncertainty shocks. (2019). Arbex, Marcelo ; Caetano, Sidney ; Correa, Wilson.
    In: Economics Letters.
    RePEc:eee:ecolet:v:181:y:2019:i:c:p:111-115.

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  102. Maximum likelihood estimation of a TVP-VAR. (2019). Moura, Guilherme V ; Noriller, Mateus R.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:78-83.

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  103. Is the Phillips curve still alive? Evidence from the euro area. (2019). Hindrayanto, Irma ; Stanga, Irina M ; Samarina, Anna.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:149-152.

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  104. Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

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  105. Inflation in the euro area since the Global Financial Crisis. (2019). Samarina, Anna ; Galati, Gabriele ; Bonam, Dennis ; Stanga, Irina ; Hoeberichts, Marco ; Hindrayanto, Irma.
    In: DNB Occasional Studies.
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  106. Anchored Inflation Expectations. (2019). de Carvalho, Carlos Viana ; Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13900.

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  107. Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George.
    In: Bank of England working papers.
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  108. Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations. (2018). Holtemöller, Oliver ; Holtemoller, Oliver ; Dany-Knedlik, Geraldine.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181520.

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  109. New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta .
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:6681.

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  110. New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks. (2018). Rabitsch, Katrin ; Lukmanova, Elizaveta.
    In: Department of Economics Working Papers.
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  111. Macroeconomic Effects of Inflation Target Uncertainty Shocks. (2018). Arbex, Marcelo ; Correa, Wilson ; Caetano, Sidney.
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  112. Optimal monetary policy revisited: does considering US real-time data change things?. (2018). Vázquez, Jesús ; Scott, C. ; Cassou, Steven ; Vazquez, Jesus.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:57:p:6203-6219.

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  113. Competitive moment matching of a New-Keynesian and an Old-Keynesian model. (2018). Franke, Reiner.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0181-0.

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  114. Policy regime changes and central bank prefernces. (2018). Addo, Samuel.
    In: Working Papers.
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  115. The Monetary Transmission Mechanism in Canada: A Time-Varying Vector Autoregression with Stochastic Volatility. (2018). Lange, Ronald Henry.
    In: Applied Economics and Finance.
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  116. (Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin.
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  117. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
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  118. Why Has Inflation Persistence Declined?. (2018). Van Zandweghe, Willem ; Kurozumi, Takushi.
    In: Macro Bulletin.
    RePEc:fip:fedkmb:00064.

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  119. Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George.
    In: Essex Finance Centre Working Papers.
    RePEc:esy:uefcwp:23320.

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  120. Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George.
    In: CAMA Working Papers.
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  121. UK macroeconomic volatility: Historical evidence over seven centuries. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:4:p:767-789.

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  122. Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

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  123. Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

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  124. Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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  125. Some implications of learning for price stability. (2018). Preston, Bruce ; Giannoni, Marc P ; Eusepi, Stefano.
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  126. U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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  127. A Trendy Approach to UK Inflation Dynamics. (2018). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin.
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  128. Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  129. THE SWINGS OF U.S. INFLATION AND THE GIBSON PARADOX. (2018). Vázquez, Jesús ; Casares, Miguel ; Vzquez, Jess ; Vazquez, Jesus.
    In: Economic Inquiry.
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  130. Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar.
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  131. Inflation dynamics during the financial crisis in Europe: Cross-sectional identification of long-run inflation expectations. (2017). Holtemöller, Oliver ; Dany-Knedlik, Geraldine ; Holtemoller, Oliver.
    In: IWH Discussion Papers.
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  132. A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations. (2017). Lanne, Markku ; Luoto, Jani.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:5:p:969-995.

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  133. A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard.
    In: Tinbergen Institute Discussion Papers.
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  134. Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts. (2017). Vasnev, Andrey ; Gibbs, Christopher.
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  135. An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
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  136. An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John.
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  137. Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip.
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  138. The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
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  139. The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach. (2017). Pappa, Evi ; Molteni, Francesco.
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  140. Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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  141. Exploring international differences in inflation dynamics. (2017). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Staveley-Ocarroll, Olena M.
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  142. Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad.
    In: International Journal of Forecasting.
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  143. Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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  144. Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20.

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  145. POLICY PREFERENCES AND POLICY MAKERS BELIEFS: THE GREAT INFLATION. (2017). Best, Gabriela.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:21:y:2017:i:08:p:1957-1995_00.

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  146. ifo Konjunkturprognose 2017/2018: Deutsche Wirtschaft stark und stabil. (2017). Zeiner, Christoph ; Wohlrabe, Klaus ; Wollmershäuser, Timo ; Stöckli, Marc ; Wolf, Anna ; Schuler, Tobias ; Schröter, Felix ; Reif, Magnus ; Peichl, Andreas ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Boumans, Dorine ; Lauterbacher, S ; Gottert, M ; Hristov, N ; Wollmershauser, T ; Stockli, M ; Schroter, F.
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  147. The Impact of Monetary Strategies on Inflation Persistence. (2017). Kocenda, Evzen ; VARGA, Balazs .
    In: CESifo Working Paper Series.
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  148. Endogenous wage indexation and aggregate shocks. (2017). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
    In: BIS Working Papers.
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  149. Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide.
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  150. Trend Fundamentals and Exchange Rate Dynamics. (2016). Kaufmann, Daniel ; Huber, Florian.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4808.

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  151. Trend Fundamentals and Exchange Rate Dynamics. (2016). Kaufmann, Daniel ; Huber, Florian.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp214.

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  152. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2016). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu.
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  153. The Efficiency of Monetary Policy when Guiding Inflation Expectations. (2016). Bauer, Christian ; Weber, Sebastian.
    In: Research Papers in Economics.
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  154. The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
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  155. Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide.
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  156. Estimating the Taylor Rule in the Time-Frequency Domain. (2016). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
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  157. The Evolution of U.S. Monetary Policy: 2000 - 2007. (2016). Ireland, Peter ; Belongia, Michael.
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  158. The impact of monetary strategies on inflation persistence. (2016). Kočenda, Evžen ; Kocenda, Evzen ; Varga, Balazs .
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  159. Inflation persistence: revisited. (2016). Smith, Julie ; Liebner, Jeffrey P ; Gamber, Edward N.
    In: International Journal of Monetary Economics and Finance.
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  160. Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Albulescu, Claudiu ; Aubin, Christian ; Goyeau, Daniel.
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  161. Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes. (2016). Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian.
    In: Post-Print.
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  162. Recent Inflation Developments and Challenges for Research and Monetary Policymaking : The 47th Konstanz Seminar on Monetary Theory and Monetary Policy, Insel Reichenau, Germany 5-12-2016. (2016). Mester, Loretta.
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  163. Fundamental disagreement. (2016). Moench, Emanuel ; Crump, Richard ; Andrade, Philippe ; Eusepi, Stefano.
    In: Journal of Monetary Economics.
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  164. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

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  165. Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China. (2016). Ma, Yong.
    In: Economic Systems.
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  166. The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.

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  167. Testing for time variation in an unobserved components model for the U.S. economy. (2016). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino.
    In: Journal of Economic Dynamics and Control.
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  168. An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek.
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  169. Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide.
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  170. How inertial is monetary policy? implications for the fed’s exit strategy. (2016). Gorodnichenko, Yuriy ; Coibion, Olivier.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt2qc6f09b.

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  171. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio .
    In: Working Papers.
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  172. Endogeneity of Inflation Target. (2016). Kim, Soyoung ; Yim, Geunhyung.
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  173. Measuring Persistence in Inflation: Evidence For angola. (2016). Belbute, José ; Delgado, Julio Antonio ; Massala, Leonardo Dia .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:4:p:594-606.

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  174. Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching. (2016). Sacht, Stephen ; Jang, Tae-Seok .
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  175. Policy Shocks and Macroeconomic Fluctuations in a Two-country Dynamic Stochastic General Equilibrium Model: Evidence from China. (2016). Ma, Yong.
    In: Asian Economic Journal.
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  176. Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide.
    In: BCAM Working Papers.
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  177. Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel.
    In: Papers.
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  178. Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey. (2015). Wong, Benjamin.
    In: Journal of Money, Credit and Banking.
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  179. Trend Dominance in Macroeconomic Fluctuations. (2015). Shibayama, Katsuyuki.
    In: Studies in Economics.
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  180. Price-Level Convergence in the Eurozone. (2015). Garcia-Hiernaux, Alfredo ; GarciaHiernaux, Alfredo ; David Esteban Guerrero Burbano, .
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  181. Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inflation. (2015). Gibbs, Christopher.
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  182. US inflation dynamics on long range data. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
    In: DUTH Research Papers in Economics.
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  183. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvão, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas.
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  184. Estimating Time-Varying DSGE Models Using Minimum Distance Methods. (2015). Theodoridis, Konstantinos ; Yates, Tony ; Kapetanios, George ; Giraitis, Liudas.
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  185. Estimating Time-Varying DSGE Models Using Minimum Distance Methods. (2015). Theodoridis, Konstantinos ; Yates, Tony ; Kapetanios, George ; Giraitis, Liudas.
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  186. Globalization and International Inflation Dynamics: The Role of the Global Output Gap. (2015). Manopimoke, Pym.
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  187. Globalization and International Inflation Dynamics: The Role of the Global Output Gap. (2015). Manopimoke, Pym.
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  188. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2015). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu ; Twari, Aviral Kumar .
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  189. Is the ‘Great Recession’ really so different from the past?. (2015). Wieladek, Tomasz ; Chiu, Adrian .
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  190. Trend Fundamentals and Exchange Rate Dynamics. (2015). Kaufmann, Daniel ; Huber, Florian.
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  191. The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, .
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  192. Optimized Taylor rules for disinflation when agents are learning. (2015). Matthes, Christian ; Cogley, Timothy ; Sbordone, Argia M..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:72:y:2015:i:c:p:131-147.

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  193. Working capital requirement and the unemployment volatility puzzle. (2015). Lin, Tsu-ting.
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    RePEc:eee:jmacro:v:46:y:2015:i:c:p:201-217.

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  194. Time variation in U.S. monetary policy and credit spreads. (2015). Huang, Yu-Fan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:205-215.

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  195. Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok .
    In: The North American Journal of Economics and Finance.
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  196. Changes in inflation dynamics under inflation targeting? Evidence from Central European countries. (2015). Vašíček, Bořek ; Plašil, Miroslav ; Vaiek, Boek ; Plail, Miroslav ; Baxa, Jaromir .
    In: Economic Modelling.
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  197. On the stability of Calvo-style price-setting behavior. (2015). Lhuissier, Stéphane ; Zabelina, Margarita .
    In: Journal of Economic Dynamics and Control.
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  198. Drifting inflation targets and monetary stagflation. (2015). Knotek, Edward ; Khan, Shujaat.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:52:y:2015:i:c:p:39-54.

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  199. Determinants of inflation in India. (2015). Mohanty, Deepak ; John, Joice.
    In: Journal of Asian Economics.
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  200. Professionals’ Forecast of the Inflation Gap and its Persistence. (2015). Dixon, Huw ; Easaw, Joshy ; Heravi, Saeed.
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  201. Asymmetric Quantile Persistence and Predictability: the Case of US Inflation. (2015). Zerom, Dawit ; Manzan, Sebastiano .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:77:y:2015:i:2:p:297-318.

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  202. Inflation Persistence, Price Indexation and Optimal Simple Interest Rate Rules. (2015). Branzoli, Nicola ; Ascari, Guido.
    In: Manchester School.
    RePEc:bla:manchs:v:83:y:2015:i::p:1-30.

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  203. How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?. (2015). Elizondo, Rocio ; Carrillo, Julio ; Julio, Carrillo ; Rocio, Elizondo .
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  204. The changing dynamics of US inflation persistence: A quantile regression approach. (2014). Wolters, Maik ; Tillmann, Peter ; PeterTillmann, .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201409.

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  205. Animal spirits and the business cycle: Empirical evidence from moment matching. (2014). Sacht, Stephen ; Jang, Tae-Seok .
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  206. What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism. (2014). Zabczyk, Pawel ; mumtaz, haroon ; Ellis, Colin.
    In: Economic Journal.
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  207. Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima.
    In: Studies in Economics.
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  208. Monetary Policy Regime Shifts and Inflation Persistence. (2014). Doh, Taeyoung ; Davig, Troy.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:96:y:2014:i:5:p:862-875.

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  209. Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change. (2014). Kapetanios, George ; Yates, Tony.
    In: Empirical Economics.
    RePEc:spr:empeco:v:47:y:2014:i:1:p:305-345.

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  210. Sticky information and inflation persistence: evidence from the U.S. data. (2014). Molinari, Benedetto.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:903-935.

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  211. Endogenous Wage Indexation and Aggregate Shocks. (2014). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  212. Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, .
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  213. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
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  214. Noisy Information and Fundamental Disagreement. (2014). Moench, Emanuel ; Crump, Richard ; Andrade, Philippe ; Eusepi, Stefano.
    In: 2014 Meeting Papers.
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  215. Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics. (2014). Kishor, N ; Ardakani, Omid.
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  216. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
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  217. Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
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  218. Optimal disinflation under learning. (2014). Sbordone, Argia ; Matthes, Christian ; Cogley, Timothy.
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  219. Has U.S. Monetary Policy Tracked the Efficient Interest Rate?. (2014). Tambalotti, Andrea ; Ferrero, Andrea ; Cúrdia, Vasco ; Ng, Ging Cee .
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  220. Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, .
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  221. Monetary policy based on nonlinear quantity rule: Evidence from China. (2014). Ma, Yong.
    In: International Review of Economics & Finance.
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  222. Inflation dynamics: The role of public debt and policy regimes. (2014). Park, Woong Yong ; Lee, Jae Won ; Bhattarai, Saroj.
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  223. Welfare costs of shifting trend inflation. (2014). Nakata, Taisuke.
    In: Journal of Macroeconomics.
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  224. Stabilising Taylor rules when the supply shock has a unit root. (2014). Yao, Fang.
    In: Journal of Macroeconomics.
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  225. Evaluating alternative models of trend inflation. (2014). Doh, Taeyoung ; Clark, Todd.
    In: International Journal of Forecasting.
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  226. Inference on stochastic time-varying coefficient models. (2014). yates, anthony ; Kapetanios, G. ; Giraitis, L..
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    RePEc:eee:econom:v:179:y:2014:i:1:p:46-65.

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  227. Efficient estimation of conditionally linear and Gaussian state space models. (2014). Moura, Guilherme ; Turatti, Douglas Eduardo .
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  228. Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility. (2014). Kim, Dukpa.
    In: Economics Letters.
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  229. Structural evolution of the postwar U.S. economy. (2014). Morley, James ; Liu, Yuelin.
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  230. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
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  231. Endogenous Wage Indexation and Aggregate Shocks. (2014). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
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  232. Inflation Expectations and the Two Forms of Inattentiveness. (2014). Golinelli, Roberto ; Easaw, Joshy.
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  233. Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012. (2014). Sargent, Thomas ; Cogley, Timothy.
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  234. Estimating time-varying DSGE models using minimum distance methods. (2014). Theodoridis, Konstantinos ; Kapetanios, George ; Yates, Tony ; Giraitis, Liudas.
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  235. Keep your Word: Time-varying Inflation Targets and Inflation Targeting Performance. (2014). Tas, Bedri ; Demir, Ä°shak ; Bedri Kamil Onur Tas, .
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  236. What Do Energy Prices Tell Us About UK Inflation?. (2014). Rafiq, Sohrab .
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  237. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
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  238. Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima.
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  239. TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS. (2013). Sunder-Plassmann, Laura ; mumtaz, haroon ; SunderPlassmann, Laura .
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  240. Structural Evolution of the Postwar U.S. Economy. (2013). Morley, James ; Liu, Yuelin.
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  241. On the dynamics of inflation persistence around the world. (2013). Noriega, Antonio ; Capistrán, Carlos ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Capistran, Carlos.
    In: Empirical Economics.
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  242. Monetary Policy with Heterogeneous Agents. (2013). Nakajima, Makoto.
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  243. On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks. (2013). Ledenyov, Dimitri.
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  244. Fitting survey expectations and uncertainty about trend inflation. (2013). Henzel, Steffen.
    In: Journal of Macroeconomics.
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  245. Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., .
    In: Journal of Econometrics.
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  246. Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H.
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  247. Changes in the effects of monetary policy on disaggregate price dynamics. (2013). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
    In: Journal of Economic Dynamics and Control.
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  248. Dynamic Models for Volatility and Heavy Tails. (2013). Harvey, Andrew C.
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  249. Inflation and the Steeplechase Between Economic Activity Variables. (2013). Vašíček, Bořek ; Plašil, Miroslav ; Vasicek, Borek ; Plasil, Miroslav ; Baxa, Jaromir .
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  250. Introducción. (2013). Damato, Laura Ines .
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  251. How New Keynesian is the US Phillips curve?. (2013). Alstadheim, Ragna.
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  252. What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters. (2013). Castelnuovo, Efrem.
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  253. Endogenous Wage Indexation and Aggregate Shocks. (2013). Wauters, Joris ; Peersman, Gert ; Carrillo, Julio.
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  254. Identification of animal spirits in a bounded rationality model: An application to the euro area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
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  255. Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom. (2012). MacDonald, Ronald ; Chen, Xiaoshan.
    In: Journal of Money, Credit and Banking.
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  256. A New Model of Trend Inflation. (2012). Potter, Simon ; Koop, Gary ; Chan, Joshua.
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  257. Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts. (2012). Chen, Xiaoshan ; Mills, Terence .
    In: Empirical Economics.
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  258. La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps. (2012). Gbaguidi, David.
    In: L'Actualité Economique.
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  259. Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok .
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  260. Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations. (2012). Jang, Tae-Seok .
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  261. A new model of trend inflation. (2012). Potter, Simon ; Koop, Gary ; Chan, Joshua.
    In: MPRA Paper.
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  262. Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom. (2012). MacDonald, Ronald ; Chen, Xiaoshan.
    In: Journal of Money, Credit and Banking.
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  263. The changing dynamics of US inflation persistence: a quantile regression approach. (2012). Wolters, Maik ; Tillmann, Peter ; PeterTillmann, .
    In: MAGKS Papers on Economics.
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  264. Monetary Policy in Chile: Institutions, Objectives, and Instruments. (2012). Tapia, Matias ; Rosende, Francisco .
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  265. Policy regimes, policy shifts, and U.S. business cycles. (2012). Park, Woong Yong ; Lee, Jae Won ; Bhattarai, Saroj.
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  266. The role of political institutions for the effectiveness of central bank independence. (2012). Markwardt, Gunther ; Hielscher, Kai .
    In: European Journal of Political Economy.
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  267. Explaining inflation-gap persistence by a time-varying Taylor rule. (2012). Eife, Thomas ; Conrad, Christian.
    In: Journal of Macroeconomics.
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  268. Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia. (2012). Paradiso, Antonio ; Rao, Bhaskara B..
    In: Economics Letters.
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  269. Product market regulation, trend inflation and inflation dynamics in the new Keynesian Phillips curve. (2012). Bloch, Laurence.
    In: Economic Modelling.
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  270. Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries. (2012). Vašíček, Bořek ; Plašil, Miroslav ; Vasicek, Borek ; Plasil, Miroslav ; Baxa, Jaromir .
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  271. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane.
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  272. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics. (2012). mumtaz, haroon ; Liu, Philip ; Baumeister, Christiane.
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  273. Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule. (2012). Eife, Thomas ; Conrad, Christian.
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  274. A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve. (2012). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C C Chan, ; Joshua C C Chan, .
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  275. Optimal inflation and firms productivity dynamics. (2011). Weber, Henning.
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  276. Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model. (2011). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok .
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  277. Inflation Targeting and Relative Price Variability: What Difference Does Inflation Targeting Make?. (2011). Choi, Chi-Young ; O'Sullivan, Roisin ; Se, Young.
    In: Southern Economic Journal.
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  278. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
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  279. Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia. (2011). Rao, B. ; Paradiso, Antonio.
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  280. Why Are Target Interest Rate Changes So Persistent?. (2011). Gorodnichenko, Yuriy ; Coibion, Olivier.
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  281. Monetary Policy, Trend Inflation and Inflation Persistence. (2011). Yao, Fang.
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  282. A Bayesian evaluation of alternative models of trend inflation. (2011). Doh, Taeyoung ; Clark, Todd.
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  302. Tracking U.S. inflation expectations with domestic and global indicators. (2010). Castelnuovo, Efrem.
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  303. Is there any asymmetry in the effect of inflation on relative price variability?. (2010). Choi, Chi-Young ; Kim, Young Se .
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  304. Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy. (2010). Castelnuovo, Efrem.
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  305. Using mean reversion as a measure of persistence. (2010). Marques, Carlos ; Dias, Daniel.
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  31. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. (2005). van Norden, Simon ; Orphanides, Athanasios.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4830.

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  32. Estimating equilibrium real interest rates in real-time. (2004). Kozicki, Sharon ; Clark, Todd.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2298.

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  33. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment. (2004). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0406.

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  34. Predicting the recent behavior of inflation using output gap-based Phillips curves. (2004). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2004:i:sum:p:65-88:n:v.90no.3.

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  35. In search of a robust inflation forecast. (2004). Fisher, Jonas ; Brave, Scott.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2004:i:qiv:p:12-31:n:v.28no.4.

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  36. The reliability of inflation forecasts based on output gap estimates in real time. (2004). van Norden, Simon ; Orphanides, Athanasios.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-68.

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  37. Inside and Outside Bounds: Threshold Estimates of the Phillips Curve. (2004). Olivei, Giovanni ; Barnes, Michelle.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:295.

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  38. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-06.

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  39. Women and the Phillips curve: do women’s and men’s labor market outcomes differentially affect real wage growth and inflation?. (2003). Butcher, Kristin ; Barrow, Lisa ; Anderson, Katharine.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-22.

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  40. Forecasting U.S. inflation by Bayesian Model Averaging. (2003). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:780.

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  41. Bayesian Model Averaging and exchange rate forecasts. (2003). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:779.

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  42. Inside and outside bounds: threshold estimates of the Phillips curve. (2003). Olivei, Giovanni ; Barnes, Michelle.
    In: New England Economic Review.
    RePEc:fip:fedbne:y:2003:p:3-18.

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  43. Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models. (2003). Marrocu, Emanuela ; Ascari, Guido.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:200307.

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  44. Supply Shocks and Inflation Targeting. (2003). Kanczuk, Fabio.
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
    RePEc:anp:en2003:b01.

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  45. Openness And The Output-Inflation Tradeoff: Floating Vs. Fixed Exchange Rates. (2002). Chi-Wa, Yuen.
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:4:p:1-26.

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  46. When can we forecast inflation?. (2002). Zhou, Ruilin ; Liu, Chin ; Fisher, Jonas.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2002:i:qi:p:32-44:n:v.26no.1.

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  47. Can the Phillips curve help forecast inflation?. (2002). Lansing, Kevin.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2002:i:oct4:n:2002-29.

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  48. Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigation. (2002). .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200232.

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  49. G-7 Inflation Forecasts. (2002). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3283.

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  50. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3097.

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