The Time‐Varying Phillips Correlation

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2007
Volume: 39
Issue: 5
Pages: 1275-1283

Authors (1)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

We use complex demodulation techniques to investigate changes in the correlation between real activity and inflation at the business‐cycle frequencies in the United States, the United Kingdom, the Eurozone, and 10 other Organization for Economic Cooperation and Development (OECD) countries over the post‐WWII era. Consistent with the analysis of Ball, Mankiw, and Romer (1988) we document a positive correlation between the time‐varying average gain of real activity onto inflation at the business‐cycle frequencies and inflation's Hodrick‐Prescott trend, which is compatible with New Keynesian theories emphasizing the link between trend inflation, the frequency of price adjustments, and the slope of the Phillips trade‐off.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:39:y:2007:i:5:p:1275-1283
Journal Field
Macro
Author Count
1
Added to Database
2026-01-24