Forecasting with the New Keynesian Phillips curve: Evidence from survey data

被引:10
|
作者
Jean-Baptiste, Fredo [1 ]
机构
[1] Univ Strasbourg, BETA, F-67085 Strasbourg, France
关键词
Survey forecasts; Phillips curve; GMM; Forecasting models; INFLATION;
D O I
10.1016/j.econlet.2011.02.034
中图分类号
F [经济];
学科分类号
02 ;
摘要
This paper estimates the New Keynesian Phillips curve for United Kingdom using survey forecasts of inflation. I find that, compared to traditional estimation methods, survey forecasts improve estimates of the New Keynesian Phillips curve and forecasting performance of inflation. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码:811 / 813
页数:3
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