Misspecification Testing: Non-Invariance of Expectations Models of Inflation

Misspecification Testing: Non-Invariance of Expectations Models of Inflation

Many economic models (such as the new-Keynesian Phillips curve, NKPC) include expected future values, often estimated after replacing the expected value by the actual future outcome, using Instrumental Variables (IV) or Generalized Method of Moments (GMM). Although crises, breaks, and regime shifts...

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Autors principals:	Castle, J, Doornik, J, Hendry, D, Nymoen, R
Format:	Journal article
Publicat:	Taylor and Francis 2014

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