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The Phillips curve at 65: time for time and frequency

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Publication:6111409
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DOI10.1016/j.jedc.2023.104620zbMath1518.91107OpenAlexW2961233305MaRDI QIDQ6111409

Maria Joana Soares, Manuel M. F. Martins, Luís Aguiar-Conraria

Publication date: 6 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104620

zbMATH Keywords

business cyclesinflationcontinuous wavelet transformunemploymentPhillips curvepartial wavelet gain


Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Economic time series analysis (91B84) Labor markets (91B39)


Related Items

Inflation dynamics in the frequency domain



Cites Work

  • The yield curve and the macro-economy across time and frequencies
  • Natural rate doubts
  • Testing for time variation in an unobserved components model for the U.S. economy
  • Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation
  • Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
  • A Parametric Approach to Flexible Nonlinear Inference
  • The Elusive Costs of Inflation: Price Dispersion during the U.S. Great Inflation*
  • Inflation Persistence
  • The Slope of the Phillips Curve: Evidence from U.S. States
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