* 1 Result enter search term Search Reset filter Suchfilter Content Type Publications (1) Publication Type Working Paper (1) Research Forecasting and Business Cycle Analysis (1) Macroeconomic Research (1) Experts Steffen Ahrens (1) Stephen Sacht (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Tags: High-Frequency NKM Remove all filters Publication Estimating a High-Frequency New-Keynesian Phillips Curve 01.03.2011 This paper estimates a high-frequency New Keynesian Phillips curve via the Generalized Method of Moments. Allowing for higher-thanusual frequencies strongly mitigates the well-known problems of smallsample biases and structural breaks. Applying a...
Publication Estimating a High-Frequency New-Keynesian Phillips Curve 01.03.2011 This paper estimates a high-frequency New Keynesian Phillips curve via the Generalized Method of Moments. Allowing for higher-thanusual frequencies strongly mitigates the well-known problems of smallsample biases and structural breaks. Applying a...