Exact tests of the stability of the Phillips curve: the Canadian case

DOI10.1016/J.CSDA.2004.05.022zbMath1429.62677OpenAlexW2069557700MaRDI QIDQ957215

Maral Kichian, Lynda Khalaf

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.022

zbMATH Keywords

structural stabilityKalman filteringPhillips curveMonte Carlo testexact test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (5)

Estimation uncertainty in structural inflation models with real wage rigidities ⋮ Second special issue on computational econometrics ⋮ Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis ⋮ Finite sample multivariate tests of asset pricing models with coskewness ⋮ Power of the Sequential Monte Carlo Test

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