The asymmetry of the New Keynesian Phillips Curve in the euro-area

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 114
Issue: 2
Pages: 161-163

Authors (3)

Chortareas, Georgios (not in RePEc) Magonis, George (not in RePEc) Panagiotidis, Theodore (University of Macedonia)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Using a two-stage quantile regression framework, we uncover significant asymmetries across quantiles for all coefficients in an otherwise standard New Keynesian Phillips Curve (NKPC) for the euro area. A pure NKPC specification accurately captures inflation dynamics at high inflation quantiles.

Technical Details

RePEc Handle
repec:eee:ecolet:v:114:y:2012:i:2:p:161-163
Journal Field
General
Author Count
3
Added to Database
2026-01-25