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(University College Dublin. School of Business. Centre for Financial Markets, 2006-09-10)This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
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(Cambridge Journals, 2010-06)This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
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(University College Dublin, School of Economics, 2006-11)We calculate the NAIRU for the U.S. in a framework where inflation and the unemployment rate can respond to each other. The NAIRU is defined as the component of the actual unemployment rate that is uncorrelated with inflation ...
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(Economic and Social Research Institute, 1998)
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(Federal Reserve, 2003-07-23)This paper presents a re-formulated version of a canonical sticky-price model that has been extended to account for variations over time in the central bank's inflation target. We derive a closed-form solution for the ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-02)We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth.Our evidence supports ...
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(European Central Bank, 2004-04)This paper analyzes the stability over time of the econometric process for Euro-area inflation since 1970, focusing in particular on the behaviour of the so-called persistence parameter (the sum of the coefficients on the ...
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(Emerald Group, 1979)In a recent contribution to this Journal, Imanuel Wexler and Stephen M. Miller (1975) analyse the appropriate policy measures by which a country can correct an external imbalance while adhering to a predetermined mix of ...
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(Federal Reserve, 1999-12)Since Friedman (1968), the traditional derivation of the accelerationist Phillips curve has related expected real wage inflation to the unemployment rate and then invoked markup pricing and adaptive expectations to generate ...
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(University College Dublin. School of Economics, 1987-09)Hicks suggested that a "constitutional weakness" at the long end of the bond market causes long yields to exceed short yields on average. This note argues that such a weakness would be accentuated by inflation and provides ...