The New Keynesian monetary model: does it show the comovement between GDP and inflation in the U.S.?

DOI10.1016/j.jedc.2007.06.002zbMath1181.91235OpenAlexW2009976187MaRDI QIDQ844659

Jesús Vázquez, Ramón María-Dolores

Publication date: 19 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.06.002

zbMATH Keywords

comovementNKM modelVAR forecast errors

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Uses Software

• Gensys

Cites Work

• Computing sunspot equilibria in linear rational expectations models
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Solving linear rational expectations models
• The Solution of Linear Difference Models under Rational Expectations

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