Inflation dynamics in the frequency domain

C-Tier
Journal: Economics Letters
Year: 2023
Volume: 231
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use a New Keynesian Phillips Curve to study the dynamics of inflation in the frequency domain. Inflation expectations dominate medium-to-long-run cycles, energy inflation dominate short cycles and also longer cycles once expectations became anchored. While statistically significant, unemployment is not economically relevant at any frequency band.

Technical Details

RePEc Handle
repec:eee:ecolet:v:231:y:2023:i:c:s0165176523003294
Journal Field
General
Author Count
2
Added to Database
2026-01-25