Econometric Evaluation of the New Keynesian Phillips Curve

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2004
Volume: 66
Issue: s1
Pages: 671-686

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We give an appraisal of the New Keynesian Phillips curve (NPCM) as an empirical model of European inflation. The favourable evidence for NPCMs on euro‐area data reported in earlier studies is shown to depend on specific choices made about estimation methodology. The NPCM can be re‐interpreted as a highly restricted equilibrium correction model. We also report the outcome of tests based on variable addition and encompassing of existing models. The results show that economists should not accept the NPCM too readily.

Technical Details

RePEc Handle
repec:bla:obuest:v:66:y:2004:i:s1:p:671-686
Journal Field
General
Author Count
3
Added to Database
2026-01-24