13-090/III - Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
-
AuthorsNalan 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 dateJuly 16, 2013
-
KeywordsNew Keynesian Phillips curve, unobserved components, time varying parameters, level shifts, inflation expectations, survey data
-
JELC11, C32, E31, E37