Misspecification Testing: Non-Invariance of Expectations Models of Inflation
DOI10.1080/07474938.2013.825137zbMath1491.62192OpenAlexW1989320345MaRDI QIDQ5080460
Jurgen A. Doornik, Jennifer L. Castle, Ragnar Nymoen, David F. Hendry
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.rcea.org/RePEc/pdf/wp50_12.pdf
expectationsstructural breaksimpulse-indicator saturationNew-Keynesian Phillips curvetesting invariance
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Economic time series analysis (91B84)
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