13-090/III - Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data


  • Authors
    Nalan Basturk, Erasmus University Rotterdam; Cem Cakmakli, University of Amsterdam, Koc University; Pinar Ceyhan, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam
  • Publication date
    July 16, 2013
  • Keywords
    New Keynesian Phillips curve, unobserved components, time varying parameters, level shifts, inflation expectations, survey data
  • JEL
    C11, C32, E31, E37