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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Castle, J, Doornik, J, Hendry, D, Nymoen, R
स्वरूप:	Journal article
प्रकाशित:	Taylor and Francis 2014

समान संसाधन

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