Fitting U.S. Trend Inflation: A Rolling-Window Approach

DOI10.1108/S0731-9053(2012)0000028008zbMath1452.91205OpenAlexW617077562MaRDI QIDQ5133564

Efrem Castelnuovo

Publication date: 10 November 2020

Published in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000028008

zbMATH Keywords

great moderationnew-Keynesian DSGE modelsrolling-window approachtrend inflation shocks

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

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