A New Keynesian IS curve for Australia: is it forward looking or backward looking?

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 26
Pages: 3691-3700

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

This article estimates the forward looking, backward looking and an extended version of the New Keynesian IS curve for Australia. The validity of these models is investigated by imposing the constraint on real rate of interest as well as when the constraint is relaxed. Two measures of output gap, namely <italic>GAP1</italic> (constructed using the unobserved components approach) and <italic>GAP2</italic> (constructed using a quadratic trend) are utilized. Our results suggest that the baseline backward looking and forward looking models are overwhelmingly rejected by the data. This evidence strongly supports the extended backward looking model (with <italic>GAP2</italic>) being relevant for monetary policy analysis.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:26:p:3691-3700
Journal Field
General
Author Count
3
Added to Database
2026-01-25