his.sePublikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Time-Varying estimates for the Natural Rate of Unemployment and the Philips Curve in the US using the Kalman Filter
Internationella Handelshögskolan (Jönköping International Business School) Högskolan i Jönköping.
Högskolan i Skövde, Institutionen för teknik och samhälle.
2005 (engelsk)Inngår i: Economia Internazionale / International Economics, ISSN 0012-981X, Vol. 58, nr 3, s. 327-337Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

The objective of this study is to provide estimates of the Phillips curve in the US during the period 1951-2001 using some time-varying parameters and the Kalman filter. Time-varying estimates for the sensitivity of inflation to the unemployment rate are provided in addition to time-varying estimates for the NAIRU (the non-accelerating inflation rate of unemployment). Our results for the NAIRU do not significantly differ from that of others with time-varying estimates of it, with it peaking around 1980 (1979 in our case). Inflation is found to have become increasingly sensitive to unemployment in the late 1950s through the early 1970s, and peaked in the late 1970s – early 1980s. After that, the sensitivity decreased only slightly.

sted, utgiver, år, opplag, sider
Camera di commercio, industria e agricoltura. , 2005. Vol. 58, nr 3, s. 327-337
Identifikatorer
URN: urn:nbn:se:his:diva-1802OAI: oai:DiVA.org:his-1802DiVA, id: diva2:32078
Tilgjengelig fra: 2007-10-08 Laget: 2007-10-08 Sist oppdatert: 2017-11-27bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler i DiVA

Andre lenker

http://ideas.repec.org/a/ris/ecoint/0104.html

Personposter BETA

Hatemi-J, Abdulnasser

Søk i DiVA

Av forfatter/redaktør
Hatemi-J, Abdulnasser
Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric

urn-nbn
Totalt: 65 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf