You searched for subject:( Phillips curve).
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California State Polytechnic University – Pomona
1.
Borazjani, Raha.
The Transition of the Phillips Curve.
Degree: MS, Economics, 2014, California State Polytechnic University – Pomona
URL: http://hdl.handle.net/10211.3/123898 
► In this paper, we talk about the transition of the Phillips Curve from before the 1970's to modern times. A. W. first described the Phillips…
(more)
▼ In this paper, we talk about the transition of the
Phillips Curve from before the 1970's to
modern times. A. W. first described the
Phillips Curve as the inverse relationship
between the rate of change of money wage rates and the unemployment rate in the United
Kingdom before the 1970???s. This meant as the unemployment rate increased, the rate of
change of money wage rates decreased. We statistically test this theory through a scatter
diagram and an estimated equation for data obtained for the period of 1948-1957 in the
United States. Afterwards, we depict the transition of this relationship to the inverse
relation of the inflation rate and the unemployment rate by the work of Paul Samuelson
and Robert Solow. This relationship meant as inflation rate increased, unemployment rate
decreased. Again, we statistically test this theory through a scatter diagram and an
estimated equation, and prove that this relationship, indeed, does exist for the same
period of 1948-1957 in the United States. In the 1970???s, the sudden increase in the mark up value of oil by OPEC leaded to the Stagflation which questioned the stability of the
Phillips Curve. It was then that the two variables of the natural rate of unemployment and inflation expectations were introduced to the
Phillips Curve by Milton Friedman and Edmund Phelps. In the Expectations-Augmented
Phillips Curve, the inflation rate is not only dependent on the unemployment rate, but it is also dependent on inflation expectations and the natural rate of unemployment. We statistically test this theory through an estimated equation and further necessary steps, and come to the conclusion that the theory, indeed, is true for the period of 1977-2013 in the United States.
Advisors/Committee Members: Lange, Carsten (advisor).
Subjects/Keywords: Phillips Curve
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APA (6th Edition):
Borazjani, R. (2014). The Transition of the Phillips Curve. (Masters Thesis). California State Polytechnic University – Pomona. Retrieved from http://hdl.handle.net/10211.3/123898
Chicago Manual of Style (16th Edition):
Borazjani, Raha. “The Transition of the Phillips Curve.” 2014. Masters Thesis, California State Polytechnic University – Pomona. Accessed January 21, 2021.
http://hdl.handle.net/10211.3/123898.
MLA Handbook (7th Edition):
Borazjani, Raha. “The Transition of the Phillips Curve.” 2014. Web. 21 Jan 2021.
Vancouver:
Borazjani R. The Transition of the Phillips Curve. [Internet] [Masters thesis]. California State Polytechnic University – Pomona; 2014. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10211.3/123898.
Council of Science Editors:
Borazjani R. The Transition of the Phillips Curve. [Masters Thesis]. California State Polytechnic University – Pomona; 2014. Available from: http://hdl.handle.net/10211.3/123898
California State Polytechnic University – Pomona
2.
Gonzaga, Samantha.
Triangle Model VS. Hybrid New Keynesian: Comparing Forecast Results of Two Phillips Curves.
Degree: MS, Economics, 2014, California State Polytechnic University – Pomona
URL: http://hdl.handle.net/10211.3/123974
► This paper compares the fit and forecasting power of two kinds of expectations augmented Phillips curves. Gordon???s triangle model expresses inflation as a function of…
(more)
▼ This paper compares the fit and forecasting power of two kinds of expectations augmented
Phillips curves. Gordon???s triangle model expresses inflation as a function of
three components, one of which is lagged inflation. In addition to this lagged term, the
hybrid New Keynesian
Phillips curve also contains a forward-looking term to represent
the expected future rate of inflation. The role and type of inflation assumed by each
model mark their difference from the other. Using United States data spanning 1999-
2014, estimation of the two models showed that the triangle model is relevant in
forecasting historical inflation in the full period and two sub-periods before and after
2006. In contrast, the HNKPC was weak over the entire data span, and relevant only after
2006 when it captures that 2007-08 Financial Crisis and the beginning of the Federal
Reserve???s forward guidance policies.
Advisors/Committee Members: Lange, Carsten (advisor).
Subjects/Keywords: Phillips Curve
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APA (6th Edition):
Gonzaga, S. (2014). Triangle Model VS. Hybrid New Keynesian: Comparing Forecast Results of Two Phillips Curves. (Masters Thesis). California State Polytechnic University – Pomona. Retrieved from http://hdl.handle.net/10211.3/123974
Chicago Manual of Style (16th Edition):
Gonzaga, Samantha. “Triangle Model VS. Hybrid New Keynesian: Comparing Forecast Results of Two Phillips Curves.” 2014. Masters Thesis, California State Polytechnic University – Pomona. Accessed January 21, 2021.
http://hdl.handle.net/10211.3/123974.
MLA Handbook (7th Edition):
Gonzaga, Samantha. “Triangle Model VS. Hybrid New Keynesian: Comparing Forecast Results of Two Phillips Curves.” 2014. Web. 21 Jan 2021.
Vancouver:
Gonzaga S. Triangle Model VS. Hybrid New Keynesian: Comparing Forecast Results of Two Phillips Curves. [Internet] [Masters thesis]. California State Polytechnic University – Pomona; 2014. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10211.3/123974.
Council of Science Editors:
Gonzaga S. Triangle Model VS. Hybrid New Keynesian: Comparing Forecast Results of Two Phillips Curves. [Masters Thesis]. California State Polytechnic University – Pomona; 2014. Available from: http://hdl.handle.net/10211.3/123974
3.
Γαλάνης, Ιωάννης.
Θεωρίες ανεργίας.
Degree: 2011, University of Patras
URL: http://nemertes.lis.upatras.gr/jspui/handle/10889/4650
► Στη παρκάτω διπλωματική εργασία τέθηκαν τρεις στόχοι: 1) Να παρουσιάσουμε σε θεωρητική βάση την ανεργία και το πληθωρισμό. 2) Να δείξουμε πώς αυτά τα δύο…
(more)
▼ Στη παρκάτω διπλωματική εργασία τέθηκαν τρεις στόχοι: 1) Να παρουσιάσουμε σε θεωρητική βάση την ανεργία και το πληθωρισμό. 2) Να δείξουμε πώς αυτά τα δύο μεγέθη συνδέονται μεταξύ τους (καμπύλη Phillips) και 3) Μια οικονομετρική εκτίμηση, για το κατά πόσο ισχύει η καμπύλη Phillips στην Ελλάδα, για τη περίοδο 1975-2009.
-
Advisors/Committee Members: Οικονομάκης, Γεώργιος, Galanis, Ioannis, Αναστασόπουλος, Γεώργιος, Πολυχρονίου, Παναγιώτης, Οικονομάκης, Γεώργιος.
Subjects/Keywords: Καμπύλη Phillips; Ανεργία; Πληθωρισμός; 331.137 2; Phillips curve; Unemployment; Inflation
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APA (6th Edition):
Γαλάνης, . (2011). Θεωρίες ανεργίας. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/4650
Chicago Manual of Style (16th Edition):
Γαλάνης, Ιωάννης. “Θεωρίες ανεργίας.” 2011. Masters Thesis, University of Patras. Accessed January 21, 2021.
http://nemertes.lis.upatras.gr/jspui/handle/10889/4650.
MLA Handbook (7th Edition):
Γαλάνης, Ιωάννης. “Θεωρίες ανεργίας.” 2011. Web. 21 Jan 2021.
Vancouver:
Γαλάνης . Θεωρίες ανεργίας. [Internet] [Masters thesis]. University of Patras; 2011. [cited 2021 Jan 21].
Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4650.
Council of Science Editors:
Γαλάνης . Θεωρίες ανεργίας. [Masters Thesis]. University of Patras; 2011. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4650
Penn State University
4.
Bajraj, Gent.
Essays in monetary economics.
Degree: 2019, Penn State University
URL: https://submit-etda.libraries.psu.edu/catalog/16888gub147
► This dissertation consists of three chapters on topics in monetary economics. The first chapter, written jointly with Neil Wallace, studies the equilibria that arise in…
(more)
▼ This dissertation consists of three chapters on topics in monetary economics. The first chapter, written jointly with Neil Wallace, studies the equilibria that arise in a variant of the economy described by Lucas (1972) by applying strategic formulations of trade. "Expectations..." is the first counter-example to the view that a positive correlation between real output and the growth rate of the stock of money is exploitable. The equilibrium concept is rational-expectations equilibrium. In this chapter, two alternative strategic formulations – two versions of the market-game model – are applied. In one, the young make non-contingent offers of real saving; in the other, they make contingent offers, where the contingency is the realization of the two shocks in the model. Under the informational assumption that the young know nothing about current realizations, neither strategic formulation converges under replication to an equilibrium that exhibits the above positive correlation.
In the second chapter, I study a particular class of monetary equilibria in an exchange economy with individuals of two types whose endowments of the consumption good alternate randomly. I consider a government that commits to a non-discriminatory transfer policy which depends on the aggregate state of the economy only. For a fairly general specification of the model, I prove the existence of such class of equilibria and describe the allocations that result from them. I compare their welfare and establish that no optimal equilibrium exists. An expression for the supremum is found and I am able to describe policies that support equilibria with welfare arbitrarily close to the supremum.
The third chapter, coauthored with Gaston Chaumont, studies a model of a monetary economy that exhibits a non-degenerate distribution of money holdings in equilibrium. The model is a variation on the one due to Menzio, Shi and Sun (2013). We show that if an equilibrium exists, the model preserves some of the key tractability properties that make it amenable to numerical analysis. For illustrative purposes, we exploit these properties to study a family of transfer policies in a particular instance of our model.
Advisors/Committee Members: Neil Wallace, Dissertation Advisor/Co-Advisor, Neil Wallace, Committee Chair/Co-Chair, Shouyong Shi, Committee Member, James Jordan, Committee Member, Joel Matthew Vanden, Outside Member.
Subjects/Keywords: market games; phillips curve; directed search
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APA (6th Edition):
Bajraj, G. (2019). Essays in monetary economics. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/16888gub147
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Bajraj, Gent. “Essays in monetary economics.” 2019. Thesis, Penn State University. Accessed January 21, 2021.
https://submit-etda.libraries.psu.edu/catalog/16888gub147.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Bajraj, Gent. “Essays in monetary economics.” 2019. Web. 21 Jan 2021.
Vancouver:
Bajraj G. Essays in monetary economics. [Internet] [Thesis]. Penn State University; 2019. [cited 2021 Jan 21].
Available from: https://submit-etda.libraries.psu.edu/catalog/16888gub147.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Bajraj G. Essays in monetary economics. [Thesis]. Penn State University; 2019. Available from: https://submit-etda.libraries.psu.edu/catalog/16888gub147
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of Vienna
5.
Reme, Galatee.
The impact of inflation on society.
Degree: 2010, University of Vienna
URL: http://othes.univie.ac.at/10003/
► Seit mehr als sechzig Jahren leidet Argentinien an einer sehr hohen Inflationsrate und instabilen Regierungen. Alles Mögliche wurde schon versucht um Inflation in den Griff…
(more)
▼ Seit mehr als sechzig Jahren leidet Argentinien an einer sehr hohen Inflationsrate und instabilen Regierungen. Alles Mögliche wurde schon versucht um Inflation in den Griff zu bekommen aber bis heute zeichnet sich keine langfristige Lösung für das Problem ab. Die Peronistische Zeit und Diktaturen verarmten das Land, welches seit langem eine hohe Arbeitslosigkeit ertragen muss.
Die neue Keynesianische Phillips Kurve ist ein gutes Modell, um die Beziehung zwischen Inflation und Grenzkosten zu überprüfen. Vier verschiedene Variablen wurden genutzt, um diese Grenzkosten gut umzufassen: Arbeitslosigkeit, der Output Gap, die Lohnquote und die Arbeitsproduktivität. Durch die generalisierte Momenten-Methode und verschieden Instrumenten wie der verzögerten Inflation aus Vorperiode, Heiratsquote oder Lohninflation, wurde eine positive Korrelation zwischen Inflation und Arbeitslosigkeit gefunden. Eine Erhöhung von Inflation führt zu einer Erhöhung von Arbeitslosigkeit. In dieselbe Richtung, zeigten die Resultate eine positive Beziehung von Preiswachstum und Arbeitsproduktivität aber eine negative Beziehung mit dem Output Gap und der Lohnquote. Normalerweiser, also, hätte mit einer Inflation Stabilisierungspolitik die Arbeitslosigkeit sinken sollen, so wie auch die Arbeitsproduktivität und hätte die Lohnquote und der Output Gap zunehmen sollen. Leider, laut Modell, ist das nicht der Fall. Die Regierung schaffte es nicht einmal die Inflation selber zu kontrollieren oder nur sehr kurzfristig und dann ist sie meistens noch höher gestiegen als vorher.
Wenn man die Ergebnisse mit anderen Ländern des Latein-Amerikanischen Kontinents vergleicht, findet man keine Einheit. Während die am meist entwickelten Länder eine positive Korrelation zwischen Inflationsquote mit der Lohnquote haben. Das ist genau das Gegenteil in Argentinien. Dies könnte ein Hindernis für die argentinische Politik Effizienz gewesen sein. In der Tat haben seine wichtigsten Handelspartner eine gegenteilige Phillips Beziehung und eine koordinierte Politik wäre unmöglich.
Die Ergebnisse von der Neuen Keynesianische Phillips Kurve scheinen schwach zu sein für Argentinien, wegen der Lücke an Daten und weil sie sehr von der Wahl Instrumente die gewählt wurden wie die generalisierte Momenten-Methode abhängen. Weitere Studien und Befragungen wären notwendig, um diese Beziehung genauer zu überprüfen.
For more than sixty years Argentina has suffered from very high inflation and government instability. The authorities have tried several different policies to bring inflation down but up to now there has been no long-term efficient inflation stabilization policy. Peronist periods and dictatorships impoverished the society which has for a long time experienced a very high unemployment rate.
The new Keynesian Phillips curve is a good model to examine the relationship between inflation and marginal cost. Four different variables were used to define the marginal cost: the unemployment rate, the output gap, the wage share and labor productivity. With the generalized method…
Subjects/Keywords: 83.12 Makroökonomie; neue Keynesianische Phillips Kurve / Inflation / Argentinien; inflation / new Keynesian Phillips curve / Argentina
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APA ·
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APA (6th Edition):
Reme, G. (2010). The impact of inflation on society. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/10003/
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Reme, Galatee. “The impact of inflation on society.” 2010. Thesis, University of Vienna. Accessed January 21, 2021.
http://othes.univie.ac.at/10003/.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Reme, Galatee. “The impact of inflation on society.” 2010. Web. 21 Jan 2021.
Vancouver:
Reme G. The impact of inflation on society. [Internet] [Thesis]. University of Vienna; 2010. [cited 2021 Jan 21].
Available from: http://othes.univie.ac.at/10003/.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Reme G. The impact of inflation on society. [Thesis]. University of Vienna; 2010. Available from: http://othes.univie.ac.at/10003/
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Jönköping University
6.
Nilsson, Anders.
Divergent Inflatin in Euroland : A Phillips Curve approach to the EMU-12.
Degree: Economics, 2011, Jönköping University
URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15411
► This thesis investigates the cause and implications of the divergent inflationrates of the EMU-12 countries between the years 1998 and 2010. The EMUand the…
(more)
▼ This thesis investigates the cause and implications of the divergent inflationrates of the EMU-12 countries between the years 1998 and 2010. The EMUand the euro are put into a context with the classic theory of Optimum CurrencyArea, where the economic benefits and cost of joining a monetary unionis reviewed. The inflation divergence in the euro area is then described and investigated.Empirically, a Phillips Curve model is constructed in order to determineif the EMU-12 nations’ inflation rates are equally sensitive to changesin unemployment as the EMU average. This is done using a Panel Least Squareestimation for the EMU-12. Each nation is then tested separately against theEMU average. The result provides evidence that the EMU-12 nations’ inflationrates are not equally sensitive to changes in unemployment as the EMU average.The result is negative for the EMU-12 in an Optimum Currency Area context.Given the results, the EMU-12 cannot be considered to be an OptimumCurrency Area, at least not yet.
Subjects/Keywords: EMU; euro; Optimum Currency Area; Phillips Curve; Economics; Nationalekonomi
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APA ·
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APA (6th Edition):
Nilsson, A. (2011). Divergent Inflatin in Euroland : A Phillips Curve approach to the EMU-12. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15411
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Nilsson, Anders. “Divergent Inflatin in Euroland : A Phillips Curve approach to the EMU-12.” 2011. Thesis, Jönköping University. Accessed January 21, 2021.
http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15411.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Nilsson, Anders. “Divergent Inflatin in Euroland : A Phillips Curve approach to the EMU-12.” 2011. Web. 21 Jan 2021.
Vancouver:
Nilsson A. Divergent Inflatin in Euroland : A Phillips Curve approach to the EMU-12. [Internet] [Thesis]. Jönköping University; 2011. [cited 2021 Jan 21].
Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15411.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Nilsson A. Divergent Inflatin in Euroland : A Phillips Curve approach to the EMU-12. [Thesis]. Jönköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15411
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of Missouri – Columbia
7.
Chin, Kuo-Hsuan.
Essays on inflation dynamics, economic fluctuations and fiscal policy.
Degree: 2015, University of Missouri – Columbia
URL: http://hdl.handle.net/10355/46939
► [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] Understand the short-run inflation dynamics is essential for conducting the fiscal or monetary policies, and…
(more)
▼ [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] Understand the short-run inflation dynamics is essential for conducting the fiscal or monetary policies, and the New Keynesian
Phillips Curve (hereafter, NKPC) has been widely used for charactering it in the past two decades. The mixed results arise from estimating NKPC with constant parameters. I argue that the timevarying features of parameters in NKPC help reconcile the conflicting conclusions in the empirical NKPC studies. Moreover, it is useful for policymakers to estimate the effect of government spending on private spending and aggregate output. However, the precise estimate of such effects is hard to pin down since the researchers use very different theoretical models, ranging from a frictionless Real Business Cycle model to a medium-scale New Keynesian model with many nominal and real frictions. I take a top-down approach by generalizing the Dynamic Stochastic General Equilibrium (DSGE) model of Smets and Wouters (2007), in which many DSGE models can be viewed as simpler versions of it after removing certain nominal or real frictions. I take a Bayesian approach to estimate the fiscal stimulus in different models, which are obtained by imposing a tight prior on a single parameter or a combination of tight priors on multiple parameters. I pick up an appropriate model via Bayes factor and then use it to forecast the effect of government spending. I find a positive short-run effect but a negative long-run consequence of fiscal stimulus.
Advisors/Committee Members: Ni, Shawn, 1962- (advisor).
Subjects/Keywords: Phillips curve – Econometric models; Moments method (Statistics); Fiscal policy – Econometric models
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Manager
APA (6th Edition):
Chin, K. (2015). Essays on inflation dynamics, economic fluctuations and fiscal policy. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/46939
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Chin, Kuo-Hsuan. “Essays on inflation dynamics, economic fluctuations and fiscal policy.” 2015. Thesis, University of Missouri – Columbia. Accessed January 21, 2021.
http://hdl.handle.net/10355/46939.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Chin, Kuo-Hsuan. “Essays on inflation dynamics, economic fluctuations and fiscal policy.” 2015. Web. 21 Jan 2021.
Vancouver:
Chin K. Essays on inflation dynamics, economic fluctuations and fiscal policy. [Internet] [Thesis]. University of Missouri – Columbia; 2015. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10355/46939.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Chin K. Essays on inflation dynamics, economic fluctuations and fiscal policy. [Thesis]. University of Missouri – Columbia; 2015. Available from: http://hdl.handle.net/10355/46939
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
8.
Smith III, James T.
Three Essays on the Phillips Curve.
Degree: 2019, American University
URL: http://hdl.handle.net/1961/auislandora:84484
► This dissertation examines empirical aspects of the Phillips curve and their consequences for macroeconomic theory. There are aspects of the inflation/unemployment relationship besides monetary policy…
(more)
▼ This dissertation examines empirical aspects of the Phillips curve and their consequences for macroeconomic theory. There are aspects of the inflation/unemployment relationship besides monetary policy and sticky prices which merit attention.Chapter 2 experiments with different measures of inflation expectations in European data. It shows that the measure of expectations affects the estimated effect of unemployment on inflation. The policy and theoretical implication is that a measure of trend inflation is needed as a substitute for inflation expectations. Chapter 3 studies American metropolitan data after 1990 to take advantage of the low and stable inflation environment. That chapter concludes that shelter inflation is more correlated with unemployment than other components of the Consumer Price Index, and that more constrained housing markets have steeper slope estimates. These results suggest that trend inflation should be measured with core inflation excluding shelter. Chapter 4 deals with the theoretical implications of an empirical Phillips curve that reflects rising real costs of shelter. The differing slopes of the empirical shelter and non-shelter Phillips curves can be explained with a supply and demand model, but to explain the timing of changes one needs non-homothetic expenditures. The essay presents data supporting non-homothetic expenditure shares and a model for generating the patterns seen in the data. The non-homothetic demand model allows demand for one good to increase while the demand for the other remains stable. This explains the differing Phillips curve slopes observed in the data.
Economics
Economic theory
Business Cycle, Inflation, Macroeconomics, Phillips Curve, Shelter Inflation, Unemployment
Economics
Degree Awarded: Ph.D. Economics. American University
Advisors/Committee Members: Sheng, Xuguang Simon (Thesis advisor), Mathy, Gabriel (Other), Blecker, Robert (Other), Sinclair, Tara (Other).
Subjects/Keywords: Phillips curve; Inflation (Finance); Unemployment – Effect of inflation on; Macroeconomics
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APA ·
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MLA ·
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Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Smith III, J. T. (2019). Three Essays on the Phillips Curve. (Doctoral Dissertation). American University. Retrieved from http://hdl.handle.net/1961/auislandora:84484
Chicago Manual of Style (16th Edition):
Smith III, James T. “Three Essays on the Phillips Curve.” 2019. Doctoral Dissertation, American University. Accessed January 21, 2021.
http://hdl.handle.net/1961/auislandora:84484.
MLA Handbook (7th Edition):
Smith III, James T. “Three Essays on the Phillips Curve.” 2019. Web. 21 Jan 2021.
Vancouver:
Smith III JT. Three Essays on the Phillips Curve. [Internet] [Doctoral dissertation]. American University; 2019. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/1961/auislandora:84484.
Council of Science Editors:
Smith III JT. Three Essays on the Phillips Curve. [Doctoral Dissertation]. American University; 2019. Available from: http://hdl.handle.net/1961/auislandora:84484
University of Arkansas
9.
Ahmad, Saad.
Essays on Monetary Policy Rules and Inflation Dynamics.
Degree: PhD, 2016, University of Arkansas
URL: https://scholarworks.uark.edu/etd/1635
► There has been a growing trend to utilize nonlinear models to analyze key issues in monetary policy and international macroeconomics. Using traditional linear models…
(more)
▼ There has been a growing trend to utilize nonlinear models to analyze key issues in monetary policy and international macroeconomics. Using traditional linear models to understand nonlinear relationships can often lead to inaccurate inference and erroneous policy recommendations. The three essays in this dissertation explore nonlinearity in the Federal Reserve’s policy response as well as between a country’s inflation dynamics and integration in the global economy. My aim in accounting for potential nonlinearity is to get a better understanding of the policy makers’ opportunistic approach to monetary policy and evaluate the inflation globalization hypothesis, which basically predicts that global factors will eventually replace the domestic determinants of inflation.
In the first essay I develop abroad nonlinear Taylor rule framework, in conjunction with real time data, to examine the Fed’s policy response during the Great Moderation. My flexible framework is also able to convincingly show that the Fed departed from the Taylor rule during key periods in the Great Moderation as well as in the recent financial crisis. The second essay uses a threshold methodology to investigate the importance of nonlinear effects in the analysis of the inflation globalization hypothesis. Finally the third essay investigates the relationship between inflation and globalization, under an open-economy
Phillips Curve framework, for a panel of OECD countries with a dynamic panel GMM methodology. Contrary to most of the previous literature, which ignores such nonlinearities, my new approach provides some interesting empirical evidence supportive of the effect globalization has on a country’s inflation dynamics.
Advisors/Committee Members: Andrea Civelli, Jingping Gu, Tim Yeager.
Subjects/Keywords: Social sciences; Globalization; Inflation; Nonlinearity; Phillips curve; Taylor rule; Macroeconomics
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APA (6th Edition):
Ahmad, S. (2016). Essays on Monetary Policy Rules and Inflation Dynamics. (Doctoral Dissertation). University of Arkansas. Retrieved from https://scholarworks.uark.edu/etd/1635
Chicago Manual of Style (16th Edition):
Ahmad, Saad. “Essays on Monetary Policy Rules and Inflation Dynamics.” 2016. Doctoral Dissertation, University of Arkansas. Accessed January 21, 2021.
https://scholarworks.uark.edu/etd/1635.
MLA Handbook (7th Edition):
Ahmad, Saad. “Essays on Monetary Policy Rules and Inflation Dynamics.” 2016. Web. 21 Jan 2021.
Vancouver:
Ahmad S. Essays on Monetary Policy Rules and Inflation Dynamics. [Internet] [Doctoral dissertation]. University of Arkansas; 2016. [cited 2021 Jan 21].
Available from: https://scholarworks.uark.edu/etd/1635.
Council of Science Editors:
Ahmad S. Essays on Monetary Policy Rules and Inflation Dynamics. [Doctoral Dissertation]. University of Arkansas; 2016. Available from: https://scholarworks.uark.edu/etd/1635
University of Kansas
10.
Kacaribu, Febrio.
Three Essays in Macroeconomics and Financial Economics.
Degree: PhD, Economics, 2014, University of Kansas
URL: http://hdl.handle.net/1808/14575
► This dissertation presents empirical analysis of linear and nonlinear models in macroeconomics and financial economics. It conveys the message about the substantial benefit in the…
(more)
▼ This dissertation presents empirical analysis of linear and nonlinear models in macroeconomics and financial economics. It conveys the message about the substantial benefit in the analysis stems from a little departure from the standard models. By relaxing some assumptions, especially the linearity, it demonstrates some significant improvements of analysis performed in terms of accuracy and theoretical consistency. Empirical Analysis of A Core Inflation Measure in An Estimated DSGE Model The first chapter presents the analysis of inflation by allowing an ad-hoc time-varying inflation target given by one of the best core inflation measures, namely the PCE trimmed mean core inflation. At the same time, we are evaluating the core inflation measure by directly incorporating them into a dynamic general equilibrium model. The analysis of the inflation dynamics, especially in correspondence to its broken-down components is interesting and worth exploring further. It is argued that the Fed has been actually targeting a time-varying inflation target consistent with the underlying inflation dynamics. Analysis of New Keynesian
Phillips Curve Relationship in An Estimated Nonlinear DSGE Model This paper estimates a nonlinear DSGE model based on Amisano & Tristani (2010) with US data. The model is approximated up to the second order. Conditional particle filter is used to calculate the likelihood and Bayesian method is used to simulate the posterior distribution of the parameters. The analysis of the nonlinear NKPC better accommodates short-term sharp-turns of the dynamics in the economy. It shows different impulse responses that are conditional on high or low inflation rate in the initial period. As a result, the relationships between inflation, its inertia, the expected inflation and output are more consistent with the theory suggested by the model. Value at Risk (VaR) Based on GARCH-Type Estimated Volatility of 5 Stock Markets The Great Recession has stirred up debate about risk management practices. Value-at-Risk (VaR) is often blamed for imprudent excessive risk taking leading to the crisis. VaR-based potential loss calculation is based on the assumption of normality of the shocks. In reality, shocks distributions are often highly kurtotic. VaR will be more accurately representing the real risks if such distributions are used in the calculation. EGARCH(1,1) with Student t-distribution is shown to be more reliable than the simple standard RiskMetrics and the standard GARCH(1,1) approaches.
Advisors/Committee Members: Barnett, William A (advisor), Keating, John (cmtemember), Wu, Shu (cmtemember), Juhl, Ted (cmtemember), Hu, Yaozhong (cmtemember).
Subjects/Keywords: Economics; New keynesian phillips curve; Nonlinear dsge; Particle filter
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APA (6th Edition):
Kacaribu, F. (2014). Three Essays in Macroeconomics and Financial Economics. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/14575
Chicago Manual of Style (16th Edition):
Kacaribu, Febrio. “Three Essays in Macroeconomics and Financial Economics.” 2014. Doctoral Dissertation, University of Kansas. Accessed January 21, 2021.
http://hdl.handle.net/1808/14575.
MLA Handbook (7th Edition):
Kacaribu, Febrio. “Three Essays in Macroeconomics and Financial Economics.” 2014. Web. 21 Jan 2021.
Vancouver:
Kacaribu F. Three Essays in Macroeconomics and Financial Economics. [Internet] [Doctoral dissertation]. University of Kansas; 2014. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/1808/14575.
Council of Science Editors:
Kacaribu F. Three Essays in Macroeconomics and Financial Economics. [Doctoral Dissertation]. University of Kansas; 2014. Available from: http://hdl.handle.net/1808/14575
Universidade do Rio Grande do Sul
11.
Tristão, Tiago Santana.
Relações não lineares na curva de Phillips : uma abordagem não-paramétrica.
Degree: 2013, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/79047
► Uma das principais preocupações da macroeconomia é a compreensão da dinâmica da inflação no curto prazo. Entender como a inflação se relaciona com a atividade…
(more)
▼ Uma das principais preocupações da macroeconomia é a compreensão da dinâmica da inflação no curto prazo. Entender como a inflação se relaciona com a atividade econômica é decisivo para traçar estratégias de desinflação, assim como, de determinação da trajetória de política monetária. Uma questão que surge é qual a forma exata da relação inflação-produto. Ou seja, podemos caracterizar essa relação como não linear? Se sim, qual a forma dessa não linearidade? Para responder a essas perguntas, estimou-se a relação inflação-produto de forma não-paramétrica através de um local linear kernel estimator. O resultado da estimação gerou uma forma funcional a qual foi aproximada pela estimação, via GMM, de uma curva de Phillips Novo-Keynesiana Híbrida. Essa abordagem foi aplicada para o Brasil a partir de 2000. As estimações sugeriram que a dinâmica da inflação brasileira é melhor descrita quando adiciona-se um termo cúbico relativo ao hiato do produto, ou seja, a inflação brasileira mostrou-se state-dependent.
One of the most important macroeconomics’ concerns is the comprehension about sort-run inflation dynamic. To understand how inflation relates to economic activity is crucial to decision-making in disinflation strategies, as well as in monetary policy paths. A question that arises is what does real form of relation inflation-output trade-off? Could one characterize it as a non-linear relation? If does, what is the shape of this non-linear relation? To answer those questions, we estimate the inflation-output relation non-parametrically using a local linear kernel estimator. The functional form achieved was approximated by a New-Keynesian Hybrid Phillips Curve, which one was estimated by GMM. This approach was applied to Brazil since 2000. We have found evidence that Brazilian inflation dynamic is better described adding a cubic term related to output gap, in other words, the Brazilian inflation is state-dependent.
Advisors/Committee Members: Torrent, Hudson da Silva.
Subjects/Keywords: Curva de Phillips; Non-linear Phillips curve; Inflação; Local linear Kernel estimator; Metodos nao parametricos; Semi-parametric estimator; Loss function
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APA (6th Edition):
Tristão, T. S. (2013). Relações não lineares na curva de Phillips : uma abordagem não-paramétrica. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/79047
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Tristão, Tiago Santana. “Relações não lineares na curva de Phillips : uma abordagem não-paramétrica.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed January 21, 2021.
http://hdl.handle.net/10183/79047.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Tristão, Tiago Santana. “Relações não lineares na curva de Phillips : uma abordagem não-paramétrica.” 2013. Web. 21 Jan 2021.
Vancouver:
Tristão TS. Relações não lineares na curva de Phillips : uma abordagem não-paramétrica. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10183/79047.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Tristão TS. Relações não lineares na curva de Phillips : uma abordagem não-paramétrica. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/79047
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Universidade do Rio Grande do Sul
12.
Medeiros, Gabriela Bezerra de.
Ensaios sobre política monetária e curva de Phillips no Brasil.
Degree: 2014, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/109273
► A presente tese é constituída de três ensaios que abordam duas relevantes questões que estão intrinsecamente relacionadas em macroeconomia: política monetária e inflação. No primeiro…
(more)
▼ A presente tese é constituída de três ensaios que abordam duas relevantes questões que estão intrinsecamente relacionadas em macroeconomia: política monetária e inflação. No primeiro ensaio, nós procuramos averiguar não linearidades na função de reação do Banco Central do Brasil (BCB) através da estimação de regressões quantílicas inversa, sugerido por Wolters (2012) e proposto por Chernozhukov and Hansen (2005, 2006). Este método nos possibilitou detectar não linearidades na função de reação do BCB sem a necessidade de fazer suposições específicas acerca dos fatores que determinam essas não linearidades. Em específico, nós observamos que: i) a resposta da taxa de juros ao hiato da inflação corrente e esperada foi, em geral, mais forte na parte superior da distribuição condicional da taxa de juros Selic; ii) a resposta ao hiato do produto apresentou uma tendência crescente e significativa na parte inferior da distribuição condicional da taxa Selic; iii) a resposta do BCB à taxa de câmbio real foi positiva e mais elevada na cauda superior da distribuição condicional da taxa Selic. No segundo ensaio, nós investigamos a existência de não linearidades na função de reação do Banco Central do Brasil (BCB) decorrentes de incertezas desse policymaker acerca dos efeitos do hiato do produto sobre a inflação. Teoricamente, nós seguimos Tillmann (2011) para obter uma regra de política monetária ótima não linear que é robusta às incertezas acerca do trade-off produto-inflação na curva de
Phillips. Além disso, nós realizamos testes de quebra estrutural para avaliar possíveis mudanças na condução da política monetária brasileira durante o regime de metas de inflação. Os resultados indicaram que: i) as incertezas acerca da inclinação na curva
Phillips implicaram em não linearidades na função de reação do BCB; ii) não se pode rejeitar a hipótese de uma quebra estrutural nos parâmetros da regra monetária ocorrendo no terceiro trimestre de 2003; iii) houve um aumento na resposta da taxa Selic ao hiato do produto e uma redução da reação ao hiato da inflação corrente no regime Meirelles- Tombini; e iv) o BCB também tem reagido à taxa de câmbio durante o regime Meirelles- Tombini. No terceiro ensaio, nós procuramos analisar os determinantes da inflação no Brasil através da estimação da Curva de
Phillips Novo-Keynesiana (CPNK) proposta por Blanchard e Galí (2007) e a versão padrão proposta por Galí e Gertler (1999). Além disso, realizamos testes de quebras estruturais para avaliar possíveis mudanças na dinâmica da inflação brasileira durante o período de 2002 a 2014. Os resultados indicaram que: i) os testes de quebra estrutural apontam a existência de pelo menos uma mudança estrutural nos coeficientes da CPNK; ii) o componente forward-looking da inflação é dominante, embora sua relevância tenha sido reduzida após 2004; iii) a taxa de desemprego tem afetado negativamente a inflação, embora seja observado uma redução desse impacto nos últimos anos; iv) as mudanças na taxa de câmbio apenas tiveram efeitos sobre a inflação na primeira…
Advisors/Committee Members: Portugal, Marcelo Savino.
Subjects/Keywords: Monetary policy rules; Banco Central do Brasil.; Endogenous regressors; Política monetária; Teoria keynesiana; New keynesian phillips curve; Curva de Phillips; Brasil
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APA (6th Edition):
Medeiros, G. B. d. (2014). Ensaios sobre política monetária e curva de Phillips no Brasil. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/109273
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Medeiros, Gabriela Bezerra de. “Ensaios sobre política monetária e curva de Phillips no Brasil.” 2014. Thesis, Universidade do Rio Grande do Sul. Accessed January 21, 2021.
http://hdl.handle.net/10183/109273.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Medeiros, Gabriela Bezerra de. “Ensaios sobre política monetária e curva de Phillips no Brasil.” 2014. Web. 21 Jan 2021.
Vancouver:
Medeiros GBd. Ensaios sobre política monetária e curva de Phillips no Brasil. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2014. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10183/109273.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Medeiros GBd. Ensaios sobre política monetária e curva de Phillips no Brasil. [Thesis]. Universidade do Rio Grande do Sul; 2014. Available from: http://hdl.handle.net/10183/109273
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
13.
Bakas, Dimitrios.
Essays on inflation dynamics, the phillips curve and economic openness.
Degree: 2015, National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ)
URL: http://hdl.handle.net/10442/hedi/37513
► The present thesis is consisted of three essays, each one focusing on a particular empirical topic of inflation dynamics on the macroeconomy. The main contributions…
(more)
▼ The present thesis is consisted of three essays, each one focusing on a particular empirical topic of inflation dynamics on the macroeconomy. The main contributions of the PhD thesis are to investigate (1) the effects of inflation on the output inflation trade-off, (2) how inflation dynamics influence the effectiveness of the fiscal and monetary policy, and finally, (3) how the level of openness affects the structure of inflation. The first essay of the dissertation, entitled “The Output-Inflation Trade-off: International Panel Data Evidence”, examines the output-inflation trade-off, as measured by the slope of the Phillips curve, and provides an investigation of the factors that determine the trade-off. We contribute to the empirical debate by employing a testable extension of the specification used by Ball et al. (1988) into panel data and modeling the output-inflation trade-off as one stage dynamic panel data regression taking into account non-stationarity, dynamics, parameter heterogeneity and cross-sectional dependence. Thus, we extend previous empirical evidence that was restricted either to a cross-country or a country-by-country time-series approach. The results, based on a sample of 60 countries over the period 1970-2010, stress the importance of the rate of inflation as the main explanatory factor that influences the effectiveness of nominal demand and suggest that the slope of the Phillips curve - as measured by the trade-off between output and inflation - is higher at lower rates of inflation. These findings corroborate the New Keynesian view of a negative association between the rate of inflation and the output-inflation trade-off. Furthermore, our findings highlight the limitations of all previous time-series and ‘pooled’ cross-sectional analyses and support the necessity to account for heterogeneity and cross sectional dependence in the estimation of the Phillips curve specification. In the second essay, entitled “Do Policy Multipliers Decrease with Inflation?: A Dynamic Panel Data Approach”, we examine the hypothesis that inflation dynamics are essential determinants for the effectiveness of the fiscal and monetary policy. We extend the literature, by expanding the approach proposed by Koelln et al. (1996) to a dynamic panel data modeling that utilizes interactions between the inflation dynamics and the policy multipliers in order to study the differential effects of fiscal and monetary policy. Building on Chudik and Pesaran (2013) and Chudik et al. (2013), we employ a long run estimation framework that takes into account dynamics, and cross-country heterogeneity and dependence in the panel. The findings, using a panel of 26 OECD countries over the 1961-2011 period, support a diminishing impact of inflation on policy multipliers. Additionally when the analysis turns to the long-run effects of inflation, there is evidence of a negative long-run effect of inflation and its variability on fiscal policy multiplier but less ground for their impact on monetary policy. Thus, our findings verify the…
Subjects/Keywords: Πληθωρισμός; Καμπύλη Phillips; Aνοικτή οικονομία; Πολλαπλασιαστές; Inflation dynamics; Phillips curve; Output inflation trade-off; Economic openness; Policy multipliers
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APA (6th Edition):
Bakas, D. (2015). Essays on inflation dynamics, the phillips curve and economic openness. (Thesis). National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ). Retrieved from http://hdl.handle.net/10442/hedi/37513
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Bakas, Dimitrios. “Essays on inflation dynamics, the phillips curve and economic openness.” 2015. Thesis, National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ). Accessed January 21, 2021.
http://hdl.handle.net/10442/hedi/37513.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Bakas, Dimitrios. “Essays on inflation dynamics, the phillips curve and economic openness.” 2015. Web. 21 Jan 2021.
Vancouver:
Bakas D. Essays on inflation dynamics, the phillips curve and economic openness. [Internet] [Thesis]. National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ); 2015. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10442/hedi/37513.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Bakas D. Essays on inflation dynamics, the phillips curve and economic openness. [Thesis]. National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ); 2015. Available from: http://hdl.handle.net/10442/hedi/37513
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
14.
Maria Thalita Arruda Oliveira.
Ciclos econÃmicos, expectativas e inflaÃÃo: uma anÃlise a partir de estimaÃÃes da curva de Phillips Novo Keynesiana.
Degree: Master, 2014, Universidade Federal do Ceará
URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14322
;
► O estudo analisa a dinÃmica recente da inflaÃÃo brasileira. Considerando ambientes distintos de expectativas, procura-se observar como um possÃvel comportamento discricionÃrio da autoridade monetÃria pode…
(more)
▼ O estudo analisa a dinÃmica recente da inflaÃÃo brasileira. Considerando ambientes distintos de expectativas, procura-se observar como um possÃvel comportamento discricionÃrio da autoridade monetÃria pode interferir nas expectativas forward-looking dos agentes e de que forma essa interferÃncia pode atuar sobre a resposta da inflaÃÃo Ãs oscilaÃÃes nos ciclos econÃmicos e nas expectativas backward-looking e forward-looking no arcabouÃo da CPNK. Para tal, faz-se uso de estimaÃÃes GMM-HAC da CPNK e de sua versÃo hÃbrida. Os resultados sugerem que, em um ambiente de maior incerteza, a inflaÃÃo tanto se mostra mais sensÃvel Ãs oscilaÃÃes nos ciclos econÃmicos como tem o seu componente inercial majorado.
This work analyzes the recent dynamics of Brazilian inflation expectations considering different environments to observe how a possible discretionary behavior of the monetary authority can interfere with forward-looking expectations of agents and how this interference can act on the response of inflation to fluctuations in economic cycles and the backward-looking and forward-looking expectations of agents in the NKPC framework. To do this, estimates of GMM-HAC and the NKPC, as well as its hybrid version, are used. The results suggest that in an environment of greate run certainty, inflation is shown to be much more sensitive to swings in economic cycles, as well as it shows an increase in its inertial component.
Advisors/Committee Members: Elano Ferreira Arruda, Roberto Tatiwa Ferreira, Luiz Ivan de Melo Castelar.
Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; Ciclos EconÃmicos, Curva de Phillips, Expectativas, GMM-HAC; Economic Cycles, Phillips Curve, Expectations, GMM-HAC; Ciclos econÃmicos; Curva de Phillips
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APA (6th Edition):
Oliveira, M. T. A. (2014). Ciclos econÃmicos, expectativas e inflaÃÃo: uma anÃlise a partir de estimaÃÃes da curva de Phillips Novo Keynesiana. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14322 ;
Chicago Manual of Style (16th Edition):
Oliveira, Maria Thalita Arruda. “Ciclos econÃmicos, expectativas e inflaÃÃo: uma anÃlise a partir de estimaÃÃes da curva de Phillips Novo Keynesiana.” 2014. Masters Thesis, Universidade Federal do Ceará. Accessed January 21, 2021.
http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14322 ;.
MLA Handbook (7th Edition):
Oliveira, Maria Thalita Arruda. “Ciclos econÃmicos, expectativas e inflaÃÃo: uma anÃlise a partir de estimaÃÃes da curva de Phillips Novo Keynesiana.” 2014. Web. 21 Jan 2021.
Vancouver:
Oliveira MTA. Ciclos econÃmicos, expectativas e inflaÃÃo: uma anÃlise a partir de estimaÃÃes da curva de Phillips Novo Keynesiana. [Internet] [Masters thesis]. Universidade Federal do Ceará 2014. [cited 2021 Jan 21].
Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14322 ;.
Council of Science Editors:
Oliveira MTA. Ciclos econÃmicos, expectativas e inflaÃÃo: uma anÃlise a partir de estimaÃÃes da curva de Phillips Novo Keynesiana. [Masters Thesis]. Universidade Federal do Ceará 2014. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14322 ;
15.
Carlos Roberto Chagas Goes.
Efeitos da credibilidade do Banco Centra l no combate a inflaÃÃo.
Degree: Master, 2015, Universidade Federal do Ceará
URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=16201
;
► According to Svensson (1999) disinflationary policies of a central bank with low credibility tend to be less efficient and generate more costs for society, in…
(more)
▼ According to Svensson (1999) disinflationary policies of a central bank with low
credibility tend to be less efficient and generate more costs for society, in terms of
losses of welfare, due to necessity of an adoption of one larger interest rate for a long
time than in one economy where there is a monetary authority with larger credibility.
Due to importance of price level stability and costs involved in its maintenance, the
present research has as objective to verify central bank credibility effects in fight against
Brazilian inflation. This objective is done through the analysis of private agentsâ
behavior on creating of the inflation expectations through different regimes of central
bank credibility. The methodology used consists in the estimation of a hybrid Phillips
curve with threshold effects whose indicator variables from regimes are credibility
indexes suggested by literature. The results showed which hybrid Phillips curve
specification is significant solely in regime of high credibility and which the
specification where there are only adaptive expectations is the most appropriated in
regime of low credibility. Moreover, there are evidences of a vertical Phillips curve in
regime of high credibility.
De acordo com Svensson (1999) as polÃticas desinflacionÃrias de um Banco Central
com baixa credibilidade tendem a ser menos eficientes e gerar mais custos para a
sociedade, em termos de perda de bem estar, em virtude da necessidade da adoÃÃo de
uma maior taxa de juros por um maior tempo, do que em uma economia que hà uma
autoridade monetÃria com maior credibilidade. Dada a importÃncia da estabilidade dos
nÃveis de preÃos e do custo envolvido na sua manutenÃÃo, a presente pesquisa tem como
objetivo verificar os efeitos da credibilidade do Banco Central no combate da inflaÃÃo
brasileira. Tal objetivo à realizado por meio da anÃlise do comportamento dos agentes
privados na formaÃÃo das expectativas de inflaÃÃo mediante diferentes regimes de
credibilidade do Banco Central. A metodologia usada consiste na estimaÃÃo de uma
Curva de Phillips hÃbrida de efeito limiar cujas variÃveis indicadoras dos regimes sÃo
Ãndices de credibilidade sugeridos pela literatura. Os resultados mostraram que a
especificaÃÃo hÃbrida da Curva de Phillips à significante apenas no regime de alta
credibilidade e que a especificaÃÃo com apenas expectativas adaptativas à a mais
apropriada no regime de baixa credibilidade. Ademais, hà evidÃncias de uma curva de
Phillips vertical no regime de alta credibilidade.
Advisors/Committee Members: Roberto Tatiwa Ferreira.
Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; Credibilidade do Banco Central; Expectativas; Curva de Phillips; Central Bank Credibility; Expectations; Phillips Curve; Banco Central â Credibilidade; InflaÃÃo; Curva de Phillips
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APA (6th Edition):
Goes, C. R. C. (2015). Efeitos da credibilidade do Banco Centra l no combate a inflaÃÃo. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=16201 ;
Chicago Manual of Style (16th Edition):
Goes, Carlos Roberto Chagas. “Efeitos da credibilidade do Banco Centra l no combate a inflaÃÃo.” 2015. Masters Thesis, Universidade Federal do Ceará. Accessed January 21, 2021.
http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=16201 ;.
MLA Handbook (7th Edition):
Goes, Carlos Roberto Chagas. “Efeitos da credibilidade do Banco Centra l no combate a inflaÃÃo.” 2015. Web. 21 Jan 2021.
Vancouver:
Goes CRC. Efeitos da credibilidade do Banco Centra l no combate a inflaÃÃo. [Internet] [Masters thesis]. Universidade Federal do Ceará 2015. [cited 2021 Jan 21].
Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=16201 ;.
Council of Science Editors:
Goes CRC. Efeitos da credibilidade do Banco Centra l no combate a inflaÃÃo. [Masters Thesis]. Universidade Federal do Ceará 2015. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=16201 ;
University of Pretoria
16.
[No author].
Appropriateness of inflation targeting in South
Africa
.
Degree: 2012, University of Pretoria
URL: http://upetd.up.ac.za/thesis/available/etd-07152012-164320/
► The appropriateness of inflation targeting in South Africa is examined. South Africa has adopted flexible inflation targeting, wherein considerations for other macroeconomic variables are prioritized.…
(more)
▼ The appropriateness of inflation targeting in South
Africa is examined. South Africa has adopted flexible inflation
targeting, wherein considerations for other macroeconomic variables
are prioritized. There is evidence of growing concern regarding
South Africa’s monetary policy framework., emerging primarily from
the trade union movement and the communist party. The concerns are
borne out of the developmental challenges that are still facing
South Africa, ranging from high unemployment, high levels of
poverty and inequality, and low economic growth. In attempt to
understand these concerns, the following key economic variables
GDP, Manufacturing Data, Exchange Rate, and Repo Rate were
investigated using both Eviews and Stat tool. To eliminate the
impact of the recent global recession, the data that has been
analyzed is up to 2008. The research compares two periods, namely;
the pre inflation targeting period (1990 – 1999) and post inflation
targeting period (2000 – 2008). The study has found that despite
unemployment, inequality and economic growth having being sluggish
over the years, these factors are not as a result of inflation
targeting. Evidence indicates that inflation has been reduced and
stabilized since the adoption of inflation targeting. This research
argues that this methodology is important for South Africa’s
economic development, as evident by increased output. This research
concludes that the implementation of inflation targeting is
appropriate for South Africa.
Advisors/Committee Members: Dr J Rossouw (advisor).
Subjects/Keywords: UCTD;
Price stability;
Inflation;
Inflation targeting;
Phillips curve;
Exchange rate;
Transmission mechanism
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Export
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APA (6th Edition):
author], [. (2012). Appropriateness of inflation targeting in South
Africa
. (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-07152012-164320/
Chicago Manual of Style (16th Edition):
author], [No. “Appropriateness of inflation targeting in South
Africa
.” 2012. Masters Thesis, University of Pretoria. Accessed January 21, 2021.
http://upetd.up.ac.za/thesis/available/etd-07152012-164320/.
MLA Handbook (7th Edition):
author], [No. “Appropriateness of inflation targeting in South
Africa
.” 2012. Web. 21 Jan 2021.
Vancouver:
author] [. Appropriateness of inflation targeting in South
Africa
. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2021 Jan 21].
Available from: http://upetd.up.ac.za/thesis/available/etd-07152012-164320/.
Council of Science Editors:
author] [. Appropriateness of inflation targeting in South
Africa
. [Masters Thesis]. University of Pretoria; 2012. Available from: http://upetd.up.ac.za/thesis/available/etd-07152012-164320/
Universidade do Rio Grande do Sul
17.
Oliveira, Luma de.
Inflação e desemprego : ensaios sobre a curva de phillips para a economia brasileira.
Degree: 2017, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/168651
► A presente tese, a partir de três ensaios, faz uso de diferentes especificações da curva de Phillips, para discutir distintos objetivos embasados em assuntos relevantes…
(more)
▼ A presente tese, a partir de três ensaios, faz uso de diferentes especificações da curva de
Phillips, para discutir distintos objetivos embasados em assuntos relevantes como o processo de determinação de preços e seus custos sociais para a economia brasileira. Neste sentido, o primeiro ensaio utiliza de uma equação de transferência para a especificação da curva de
Phillips, a partir do método das variáveis instrumentais, para alcançar a taxa de desemprego não aceleradora da inflação (NAIRU). Este método, para dados trimestrais de 2000 a 2013, possibilitou identificar uma mudança no coeficiente de correlação entre a taxa de desemprego e a taxa de inflação, que passou de um trade-off (negativo) para uma relação positiva, além da permanência da taxa NAIRU acima da taxa de desemprego no período em questão. Preocupando-se com este resultado expressivo, o segundo ensaio se comprometeu em analisar se esse adveio de possíveis não linearidades presentes na curva, preocupação que já havia sido retratada pelo trabalho seminal de
Phillips (1958), indicando que a relação da taxa de variação dos salários nominais e a taxa de desemprego seria altamente não linear. Nesse contexto, utilizando o modelo de vetores autorregressivos que considera a não-linearidade dos parâmetros (quebras estruturais), variáveis exógenas de controle (para contornar o problema de omissão de variáveis) para o período de 1995 a 2014, estimou-se a Curva de
Phillips Novo-Keynesiana Hibrida (CPNKH) para identificar possíveis quebras estruturais para dados da economia brasileira. O modelo estimado foi caracterizado por um MSIH(2)VAR(1) e foi possível confirmar a não linearidade a partir do teste da razão de verossimilhança, com a identificação de dois períodos bem distintos ao longo da amostra. Além disso, foi verificada uma representatividade maior para o termo inercial (Backward Looking) indicando que as expectativas de inflação contribuem menos para a explicação do processo inflacionário recente da economia brasileira. Uma vez que um dos principais objetivos do Regime de Metas de Inflação (RMI) é ancorar a formação de preços a partir das expectativas futuras dos agentes econômicos, além disso, dada a não linearidade encontrada para dados da economia brasileira no segundo ensaio, e dada as diferentes significâncias, importâncias e patamares para os componentes da curva que representam as expectativas (futuras e passadas), o terceiro ensaio se comprometeu em, ao invés de confiar exclusivamente em uma única medida de tendência central, analisar os quantis de toda a distribuição condicional da variável resposta (taxa de inflação). Utilizando do método da regressão quantílica inversa, que utiliza os blocos em movimento bootstrap de Fitzenberger (1997), descrito por Chernozhukov e Hansen (2005), para o período de maio de 2001 a agosto de 2016, foi possível identificar a importância adquirida pelas expectativas futuras ao longo dos períodos analisados. Quando se faz estimações considerando somente a média condicional, o termo inercial é maior e significativo para…
Advisors/Committee Members: Feijó, Flavio Tosi.
Subjects/Keywords: Phillips Curve; Inflação; Backward Looking and Forward Looking; Desemprego; Finanças; Nonlinearities; Brasil; Unemployment; Inflation
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APA ·
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APA (6th Edition):
Oliveira, L. d. (2017). Inflação e desemprego : ensaios sobre a curva de phillips para a economia brasileira. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/168651
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Oliveira, Luma de. “Inflação e desemprego : ensaios sobre a curva de phillips para a economia brasileira.” 2017. Thesis, Universidade do Rio Grande do Sul. Accessed January 21, 2021.
http://hdl.handle.net/10183/168651.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Oliveira, Luma de. “Inflação e desemprego : ensaios sobre a curva de phillips para a economia brasileira.” 2017. Web. 21 Jan 2021.
Vancouver:
Oliveira Ld. Inflação e desemprego : ensaios sobre a curva de phillips para a economia brasileira. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2017. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10183/168651.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Oliveira Ld. Inflação e desemprego : ensaios sobre a curva de phillips para a economia brasileira. [Thesis]. Universidade do Rio Grande do Sul; 2017. Available from: http://hdl.handle.net/10183/168651
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of California – Riverside
18.
Kim, Insu.
Essays on Inflation and Wage Dynamics: Theory and Evidence.
Degree: Economics, 2010, University of California – Riverside
URL: http://www.escholarship.org/uc/item/51p1r1bg
► This dissertation proposes a new Phillips curve that is able to endogenously generate inflation persistence in a profit-maximizing framework featuring sticky prices, in response to…
(more)
▼ This dissertation proposes a new Phillips curve that is able to endogenously generate inflation persistence in a profit-maximizing framework featuring sticky prices, in response to the critique to ad-hoc approaches directly incorporating a lagged inflation term into the Phillips curve by assuming that a fraction of firms reset their prices by automatic indexation to past period's inflation rate. In order to generate a lagged inflation term as a source of inflation persistence, I assume that although firms change their prices at discrete time intervals, they can not completely adjust prices due convex costs of changing prices. Hence, this dissertation introduces dual price stickiness with respect to the frequency and size of price adjustment. In addition to the dual price stickiness, this dissertation investigates the potential presence of dual wage stickiness: with respect to both the frequency as well as the size of wage adjustments. In particular, I derive a model of wage inflation dynamics assuming that although workers adjust wage contracts at discrete time intervals, they are limited in their abilities to adjust wages as much as they might desire. The dual price (wage) stickiness model nests the baseline model, based on Calvo-type price (wage) stickiness, as a particular case. Empirical results favor the dual price (wage) stickiness model over the baseline model that assumes only one type of stickiness in several dimensions. In particular, it outperforms the baseline model in the ability to explain the observed "reverse dynamic" cross-correlation between price (wage) inflation and real output - which the baseline model fails to capture.This dissertation also proposes an alternative new Keynesian modeling approach to evaluate the relative contribution of inflation expectations and inertia to inflation dynamics. Particular attention is given to avoid potential spurious regression analysis. My findings indicate that while the rising inflation in the 1970s is likely to be connected with changes in inflation expectations, the positive inflation trend in the 1960s is related to the role of a lagged inflation term in the Phillips curve. The results also provide evidence that the role of inflation expectations differs substantially before and after 1980. In particular, the coefficient associated with inflation expectations from the early 1980s to the end of the sample is half the values prevailing in the late 1960s and the 1970s. Finally, the findings indicate that there is little evidence supporting a rational, model-consistent inflation expectation.
Subjects/Keywords: Economics, General; Economics, Theory; Expectations; Sticky Prices; Sticky Wages; the Phillips Curve
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APA ·
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Export
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Manager
APA (6th Edition):
Kim, I. (2010). Essays on Inflation and Wage Dynamics: Theory and Evidence. (Thesis). University of California – Riverside. Retrieved from http://www.escholarship.org/uc/item/51p1r1bg
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Kim, Insu. “Essays on Inflation and Wage Dynamics: Theory and Evidence.” 2010. Thesis, University of California – Riverside. Accessed January 21, 2021.
http://www.escholarship.org/uc/item/51p1r1bg.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Kim, Insu. “Essays on Inflation and Wage Dynamics: Theory and Evidence.” 2010. Web. 21 Jan 2021.
Vancouver:
Kim I. Essays on Inflation and Wage Dynamics: Theory and Evidence. [Internet] [Thesis]. University of California – Riverside; 2010. [cited 2021 Jan 21].
Available from: http://www.escholarship.org/uc/item/51p1r1bg.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Kim I. Essays on Inflation and Wage Dynamics: Theory and Evidence. [Thesis]. University of California – Riverside; 2010. Available from: http://www.escholarship.org/uc/item/51p1r1bg
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
19.
Chicheke, Aaron.
Monetary policy, inflation, unemployment and the Phillips Curve in South Africa.
Degree: M.Com.(Economics), Faculty of Management & Commerce, 2009, University of Fort Hare
URL: http://hdl.handle.net/10353/d1001202
► Inflation and unemployment are perhaps the two most important challenges that face the South African economy of today. Firstly, the study examines the relationship between…
(more)
▼ Inflation and unemployment are perhaps the two most important challenges that face the South African economy of today. Firstly, the study examines the relationship between monetary policy and the two economic fundamentals (inflation and unemployment), using the VEC modeling technique. The model regresses the monetary policy variable against inflation and unemployment growth over the period 1980-2008. The results suggest that (1) there is a long run relationship between inflation and unemployment (2) monetary policy reacts more to variations in inflation compared to variations in unemployment. Secondly, the relationship between inflation and unemployment as explained by the
Phillips curve is investigated. The results show that there is a positive relationship between inflation and unemployment.
Advisors/Committee Members: Prof. Ncube, M.
Subjects/Keywords: Monetary policy; Inflation (Finance); Economic policy – Mathematical models; Unemployment – South Africa; Phillips curve
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chicheke, A. (2009). Monetary policy, inflation, unemployment and the Phillips Curve in South Africa. (Masters Thesis). University of Fort Hare. Retrieved from http://hdl.handle.net/10353/d1001202
Chicago Manual of Style (16th Edition):
Chicheke, Aaron. “Monetary policy, inflation, unemployment and the Phillips Curve in South Africa.” 2009. Masters Thesis, University of Fort Hare. Accessed January 21, 2021.
http://hdl.handle.net/10353/d1001202.
MLA Handbook (7th Edition):
Chicheke, Aaron. “Monetary policy, inflation, unemployment and the Phillips Curve in South Africa.” 2009. Web. 21 Jan 2021.
Vancouver:
Chicheke A. Monetary policy, inflation, unemployment and the Phillips Curve in South Africa. [Internet] [Masters thesis]. University of Fort Hare; 2009. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10353/d1001202.
Council of Science Editors:
Chicheke A. Monetary policy, inflation, unemployment and the Phillips Curve in South Africa. [Masters Thesis]. University of Fort Hare; 2009. Available from: http://hdl.handle.net/10353/d1001202
University of Pretoria
20.
Mashele, Jeoffrey
Godfrey.
Appropriateness
of inflation targeting in South Africa.
Degree: Gordon Institute of Business
Science (GIBS), 2012, University of Pretoria
URL: http://hdl.handle.net/2263/26327
► The appropriateness of inflation targeting in South Africa is examined. South Africa has adopted flexible inflation targeting, wherein considerations for other macroeconomic variables are prioritized.…
(more)
▼ The appropriateness of inflation targeting in South
Africa is examined. South Africa has adopted flexible inflation
targeting, wherein considerations for other macroeconomic variables
are prioritized. There is evidence of growing concern regarding
South Africa’s monetary policy framework., emerging primarily from
the trade union movement and the communist party. The concerns are
borne out of the developmental challenges that are still facing
South Africa, ranging from high unemployment, high levels of
poverty and inequality, and low economic growth. In attempt to
understand these concerns, the following key economic variables
GDP, Manufacturing Data, Exchange Rate, and Repo Rate were
investigated using both Eviews and Stat tool. To eliminate the
impact of the recent global recession, the data that has been
analyzed is up to 2008. The research compares two periods, namely;
the pre inflation targeting period (1990 – 1999) and post inflation
targeting period (2000 – 2008). The study has found that despite
unemployment, inequality and economic growth having being sluggish
over the years, these factors are not as a result of inflation
targeting. Evidence indicates that inflation has been reduced and
stabilized since the adoption of inflation targeting. This research
argues that this methodology is important for South Africa’s
economic development, as evident by increased output. This research
concludes that the implementation of inflation targeting is
appropriate for South Africa.
Advisors/Committee Members: Dr J Rossouw (advisor).
Subjects/Keywords: UCTD; Price
stability;
Inflation; Inflation
targeting; Phillips
curve; Exchange
rate; Transmission
mechanism
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Mashele, J. (2012). Appropriateness
of inflation targeting in South Africa. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26327
Chicago Manual of Style (16th Edition):
Mashele, Jeoffrey. “Appropriateness
of inflation targeting in South Africa.” 2012. Masters Thesis, University of Pretoria. Accessed January 21, 2021.
http://hdl.handle.net/2263/26327.
MLA Handbook (7th Edition):
Mashele, Jeoffrey. “Appropriateness
of inflation targeting in South Africa.” 2012. Web. 21 Jan 2021.
Vancouver:
Mashele J. Appropriateness
of inflation targeting in South Africa. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/2263/26327.
Council of Science Editors:
Mashele J. Appropriateness
of inflation targeting in South Africa. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26327
Freie Universität Berlin
21.
Scheufele, Rolf.
Empirische Bestimmungsgründe von Inflation.
Degree: 2011, Freie Universität Berlin
URL: http://dx.doi.org/10.17169/refubium-7139
► Diese Dissertation stellt einen Beitrag zur Analyse und Diskussion neuerer Aspekte der empirischen Modellierung von Inflation dar. Die drei Kapitel dieser Arbeit setzen sich mit…
(more)
▼ Diese Dissertation stellt einen Beitrag zur Analyse und Diskussion neuerer
Aspekte der empirischen Modellierung von Inflation dar. Die drei Kapitel
dieser Arbeit setzen sich mit der Anwendung und Erweiterung ökonometrischer
Methoden zur Beurteilung von theoretischen Inflationsmodellen auseinander, die
in engem Zusammenhang mit der Neu-Keynesianischen Phillipskurve (NKPC) stehen.
Im ersten Kapitel wird die NKPC für Deutschland empirisch untersucht. Im
darauf folgenden Kapitel wird eine Erweiterung des Standardmodells betrachtet
und getestet. Abschließend wird in Kapitel 3 untersucht, inwieweit qualitative
Inflationseinschätzungen von Unternehmen für die Prognose zukünftiger
Inflationsraten verwendet werden können.
Advisors/Committee Members: m (gender), Prof. Dr. Dieter Nautz (firstReferee), Prof. Dr. Oliver Holtemöller (furtherReferee).
Subjects/Keywords: Inflation dynamics; Phillips curve; weak instruments; inflation expectations; rationality; inflation forecasting; 300 Sozialwissenschaften::330 Wirtschaft
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Scheufele, R. (2011). Empirische Bestimmungsgründe von Inflation. (Thesis). Freie Universität Berlin. Retrieved from http://dx.doi.org/10.17169/refubium-7139
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Scheufele, Rolf. “Empirische Bestimmungsgründe von Inflation.” 2011. Thesis, Freie Universität Berlin. Accessed January 21, 2021.
http://dx.doi.org/10.17169/refubium-7139.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Scheufele, Rolf. “Empirische Bestimmungsgründe von Inflation.” 2011. Web. 21 Jan 2021.
Vancouver:
Scheufele R. Empirische Bestimmungsgründe von Inflation. [Internet] [Thesis]. Freie Universität Berlin; 2011. [cited 2021 Jan 21].
Available from: http://dx.doi.org/10.17169/refubium-7139.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Scheufele R. Empirische Bestimmungsgründe von Inflation. [Thesis]. Freie Universität Berlin; 2011. Available from: http://dx.doi.org/10.17169/refubium-7139
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
22.
Kick, Dalton.
Forecasting US inflation : Phillips curve, New Keynesian Phillips curve, or something else?.
Degree: 2017, University of Wisconsin – Whitewater
URL: http://digital.library.wisc.edu/1793/78471
► This file was last viewed in Microsoft Edge.
I utilize and compare several common inflation forecasting models, including traditional Phillips curve models and the New…
(more)
▼ This file was last viewed in Microsoft Edge.
I utilize and compare several common inflation forecasting models, including traditional Phillips curve models and the New Keynesian Phillips curve, as well as several other time series models. I evaluate these models using RMSE over several forecast horizons, using three different measures of inflation: CPI inflation, PPI inflation, and GDP deflator inflation. I find that the theoretical Phillips curve models outperform other time series models, however, the performance is sensitive to the inflation measure used in estimation.
Advisors/Committee Members: Ahmed, Yamin, Guo, Nick, Ersal, Eylem.
Subjects/Keywords: Inflation (Finance) – United States – Forecasting; Inflation (Finance) – United States – Mathematical models; Phillips curve
Record Details
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❌
APA ·
Chicago ·
MLA ·
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CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Kick, D. (2017). Forecasting US inflation : Phillips curve, New Keynesian Phillips curve, or something else?. (Thesis). University of Wisconsin – Whitewater. Retrieved from http://digital.library.wisc.edu/1793/78471
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Kick, Dalton. “Forecasting US inflation : Phillips curve, New Keynesian Phillips curve, or something else?.” 2017. Thesis, University of Wisconsin – Whitewater. Accessed January 21, 2021.
http://digital.library.wisc.edu/1793/78471.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Kick, Dalton. “Forecasting US inflation : Phillips curve, New Keynesian Phillips curve, or something else?.” 2017. Web. 21 Jan 2021.
Vancouver:
Kick D. Forecasting US inflation : Phillips curve, New Keynesian Phillips curve, or something else?. [Internet] [Thesis]. University of Wisconsin – Whitewater; 2017. [cited 2021 Jan 21].
Available from: http://digital.library.wisc.edu/1793/78471.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Kick D. Forecasting US inflation : Phillips curve, New Keynesian Phillips curve, or something else?. [Thesis]. University of Wisconsin – Whitewater; 2017. Available from: http://digital.library.wisc.edu/1793/78471
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Vytautas Magnus University
23.
Kondrusevičius, Lukas.
Natūralaus nedarbo lygio vertinimas. Lietuvos
atvejis.
Degree: Master, Economics, 2013, Vytautas Magnus University
URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130606_110303-23736
;
► Darbe analizuojamas natūralus nedarbo lygis, Filipso kreivė. Darbo tikslas - įvertinti natūralų nedarbo lygį Lietuvoje. Pirmoje dalyje teoriškai nagrinėjama Filipso kreivė ir jos modifikacijos, kuri…
(more)
▼ Darbe analizuojamas natūralus nedarbo lygis,
Filipso kreivė. Darbo tikslas - įvertinti natūralų nedarbo lygį
Lietuvoje. Pirmoje dalyje teoriškai nagrinėjama Filipso kreivė ir
jos modifikacijos, kuri yra natūralaus nedarbo lygio teorinis
pamatas, bei natūralų nedarbo lygį veikiantys faktoriai,
analizuojamos vertinimo metodikos. Antroje dalyje analizuojami
Filipso kreivę veikiančių faktorių dinamika Lietuvoje: valstybės
išlaidos, komercinių bankų suteiktos paskolos, importo infliacija,
naftos, dujų, elektros ir maisto žaliavų kainos. Analizuojami
galimi Filipso kreivės struktūriniai lūžiai. Analizuojami natūralų
nedarbo lygį veikinatys faktoriai: jaunimo nedarbo lygis ir
santykinis dydis darbo jėgoje, emigracija, socialinės apsaugos
lygis bei darbo produktyvumas, pateikiama natūralaus nedarbo lygio
vertinimo metodologija. Trečioje dalyje vertinamos įvairių Filipso
kreivių modifikacijų galiojimo Lietuvoje hipotezės bei vertinamas
natūralus nedarbo lygis, apžvelgiami rezultatai ir jų patikimumas.
Tyrime statistiškai patikimas Filipso kreivės modelis nebuvo
rastas. Apskaičiuotas 12,04% Lietuvos natūralus nedarbo lygio
įvertinimas yra tik iš dalies patikimas. Visi regresiniai modeliai
parodė statistiškai reikšmingą neigiamą nedarbo lygio ir
infliacijos priklausomybę.
Thesis is focused on natural rate of
unemployment and variations of Phillips curve. Estimation of
natural rate of unemployment in Lithuania is the main objective. In
the first part Phillips curve and its variations, which is
foundation for natural rate of unemployment as well as other
infuencing factors are analysed on theoretical basis. Various
estimation techniques are compared. In the second part various
factors are analysed in the context of Phillips curve in Lithuania
together with possible structural breaks in Phillips curve
relationship. Conclusions are drawn from analysis of factors
influencing natural rate of unemployment, particularly emigration
and social security. Estimation methodology is specified in the
second part. In the last part hipothesis of Phillips curve and
natural rate of unemployment are tested. In conclusion, no
statistically reliable model of Phillips curve based on empirical
data is found, though all models proved negative inflation and
unemployment relationship in Lithuania. Results show natural rate
of unemployment to be 12,04%, though it is important to note, that
results are drawn from statistically unreliable
model.
Advisors/Committee Members: Čiegis, Remigijus (Master’s thesis supervisor), Pukelienė, Violeta (Master’s degree committee chair), Kalendienė, Jonė (Master’s thesis reviewer), Dapkus, Mindaugas (Master’s degree committee member), Grigaravičius, Saulius (Master’s degree committee member).
Subjects/Keywords: Natūralus nedarbo
lygis; NAIRU; Filipso
kreivė; Natural rate of
unemployment; NAIRU; Phillips
curve
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APA (6th Edition):
Kondrusevičius, L. (2013). Natūralaus nedarbo lygio vertinimas. Lietuvos
atvejis. (Masters Thesis). Vytautas Magnus University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130606_110303-23736 ;
Chicago Manual of Style (16th Edition):
Kondrusevičius, Lukas. “Natūralaus nedarbo lygio vertinimas. Lietuvos
atvejis.” 2013. Masters Thesis, Vytautas Magnus University. Accessed January 21, 2021.
http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130606_110303-23736 ;.
MLA Handbook (7th Edition):
Kondrusevičius, Lukas. “Natūralaus nedarbo lygio vertinimas. Lietuvos
atvejis.” 2013. Web. 21 Jan 2021.
Vancouver:
Kondrusevičius L. Natūralaus nedarbo lygio vertinimas. Lietuvos
atvejis. [Internet] [Masters thesis]. Vytautas Magnus University; 2013. [cited 2021 Jan 21].
Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130606_110303-23736 ;.
Council of Science Editors:
Kondrusevičius L. Natūralaus nedarbo lygio vertinimas. Lietuvos
atvejis. [Masters Thesis]. Vytautas Magnus University; 2013. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130606_110303-23736 ;
Universidade do Rio Grande do Sul
24.
Machado, Vicente da Gama.
Essays on inflation and monetary policy.
Degree: 2011, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/40247
► Esta tese é composta de três artigos relacionados à política monetária e inflação e possuem em comum a ênfase na importância das expectativas tanto para…
(more)
▼ Esta tese é composta de três artigos relacionados à política monetária e inflação e possuem em comum a ênfase na importância das expectativas tanto para o desenho da política monetária como para a dinâmica inflacionária. No primeiro ensaio, contribuímos para o debate sobre a resposta apropriada de política monetária a flutuações de preços de ativos em um contexto de aprendizagem adaptativa. O modelo conta com dois tipos de regras de juros instrumentais como em Bullard e Mitra (2002), porém com um papel adicional para preços de ativos. Do ponto de vista da E-Estabilidade, conclui-se que uma resposta a preços de ativos não é desejável nem com a regra que utiliza expectativas futuras nem com a regra que responde a valores contemporâneos. Crenças heterogêneas a respeito da dinâmica das flutuações de preços de ativos, inflação e hiato do produto são introduzidas. Também é avaliada uma regra de política monetária ótima que inclui um peso para os preços de ativos. De forma geral, conclui-se que o princípio de Taylor é relevante para todas as regras de juros analisadas e que os bancos centrais devem agir com cautela ao considerar a introdução de preços de ativos na política monetária. No segundo ensaio, oferecemos estimativas recentes de persistência inflacionária no Brasil, com uma abordagem multivariada de componentes não-observados, na qual são consideradas as seguintes fontes que impactam na persistência da inflação: desvios das expectativas da meta real de inflação; persistência dos fatores que provocam inflação; e termos defasados da inflação. Dados de inflação, produto e taxas de juros são decompostos em componentes não-observados e, para simplificar a estimativa de um número grande de variáveis desconhecidas, utilizamos análise bayesiana, seguindo Dossche e Everaert (2005). Os resultados indicam que a persistência baseada em expectativas tem grande participação na persistência inflacionária no Brasil, que tem diminuído nos últimos anos. Tal resultado implica que apenas as tradicionais fricções no ajuste de preços usadas nos modelos macroeconômicos não são suficientes para representar a real persistência da inflação. No último capítulo estimamos diversas curvas de
Phillips reduzidas com dados brasileiros recentes, numa abordagem de séries de tempo com componentes não-observados, que se apresenta como alternativa às tradicionais estimativas, baseadas em métodos GMM, de curvas de
Phillips Novo-Keynesianas (NKPC), que raramente foram bem sucedidas empiricamente. A decomposição em tendência, sazonalidade e ciclo oferece, através do resultado gráfico, interpretação econômica direta. Diferentemente de Harvey (2011), incluímos expectativas de inflação nas estimações, assim como na NKPC habitual. A inflação no Brasil parece ter respondido cada vez menos às medidas de atividade econômica consideradas. Isso consiste em evidência de achatamento da curva de
Phillips no Brasil, o que significa por um lado custos de desinflação mais altos, mas por outro lado menores pressões inflacionárias derivadas de crescimento do…
Advisors/Committee Members: Portugal, Marcelo Savino.
Subjects/Keywords: Política monetária; Optimal monetary policy; Inflation persistence; Inflação; Phillips curve; Desemprego; Adaptive learning; Curva de Phillips; Unobserved components models; Econometria; Modelo de previsão; Brasil
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Manager
APA (6th Edition):
Machado, V. d. G. (2011). Essays on inflation and monetary policy. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/40247
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Machado, Vicente da Gama. “Essays on inflation and monetary policy.” 2011. Thesis, Universidade do Rio Grande do Sul. Accessed January 21, 2021.
http://hdl.handle.net/10183/40247.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Machado, Vicente da Gama. “Essays on inflation and monetary policy.” 2011. Web. 21 Jan 2021.
Vancouver:
Machado VdG. Essays on inflation and monetary policy. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2011. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10183/40247.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Machado VdG. Essays on inflation and monetary policy. [Thesis]. Universidade do Rio Grande do Sul; 2011. Available from: http://hdl.handle.net/10183/40247
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Pontifical Catholic University of Rio de Janeiro
25.
WALDYR DUTRA AREOSA.
[en] ESSAYS IN PRICE SETTING UNDER IMPERFECT
INFORMATION.
Degree: 2010, Pontifical Catholic University of Rio de Janeiro
URL: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16108
► [pt] Esta tese consiste em três ensaios teóricos sobre tópicos relativos à fixação de preços sob informação incompleta. Duas características são comuns aos três ensaios:…
(more)
▼ [pt] Esta tese consiste em três ensaios teóricos sobre
tópicos relativos à fixação de preços sob informação incompleta.
Duas características são comuns aos três ensaios: (i) informação
heterogênea sobre condições econômicas agregadas e (ii) um grau
moderado de complementaridade estratégica nas decisões de preços.
No Capítulo 1, estuda-se a transmissão de informação em um modelo
com estágios de produção e informação dispersa. Firmas observam
sinais sobre os preços dos insumos que endogenizam a precisão da
informação que é pública dentro de um estágio, mas não entre os
estágios. Em contraste com o caso com sinal público exógeno, as
firmas decidem otimamente atribuir menos peso a informação pública
ao longo da cadeia. Uma implicação é que a precisão da informação,
que ficaria inalterada com sinais públicos exógenos, decresce ao
longo da cadeia com sinais semi-públicos endógenos. No Capítulo 2,
examinase o processo de repasse cambial (ERPT) para os preços em um
modelo de informação dispersa onde a taxa de câmbio nominal fornece
informação sobre os fundamentos de forma imperfeita. Quando a
informação é completa, ERPT também é completa. Sob informação
dispersa, o modelo apresenta três propriedades consistentes com os
fatos estilizados de ERPT. Primeiro, ERPT está entre 0 e 1.
Segundo, ERPT é normalmente maior para produtos importados do que
para produtos ao consumidor. Terceiro, ERPT é maior para economias
emergente e diminuiu ao longo do tempo tanto para economias
industrializadas quanto emergentes. Finalmente, no Capítulo 3,
estuda-se a interação entre rigidez e dispersão de informação
através da introdução de sinais com ruído em um modelo padrão de
curva de Phillips com rigidez de informação. O modelo de informação
rígida e dispersa (SDI) resultante apresenta como casos
particulares os modelos de informação completa, dispersa e rígida.
Estuda-se a relevância individual dos principais parâmetros do
modelo em várias direções. Primeiro, analisa-se o impacto dos
valores corrente e passados da inflação com informação completa na
inflação corrente. Segundo, consideram-se as respostas da inflação
a choques monetários. Finalmente, compara-se a variância da
inflação SDI com as variâncias da inflação quando a informação é
completa, dispersa ou rígida.
[en] This thesis consists of three theoretical essays
on topics in price setting under imperfect information. Unifying
the essays are two features: (i) heterogeneous information about
aggregate economic conditions and (ii) a moderate degree of
complementarity in pricing decisions. In Chapter 1, the
transmission of information is studied in a model with a vertical
input-output structure and dispersed information. Firms observe
input prices with noise that endogenize the precision of
information that is public within a stage but not across stages. In
contrast to the case with an exogenous and overall public signal,
firms find it optimal to rely less on public information along the
chain. A direct implication is that, while information precision
remains unchanged with exogenous…
Advisors/Committee Members: VINICIUS DO NASCIMENTO CARRASCO.
Subjects/Keywords: [pt] CURVA DE PHILLIPS; [en] PHILLIPS CURVE; [pt] RIGIDEZ DE INFORMACAO; [en] STICKY INFORMATION; [pt] FIXACAO DE PRECOS; [en] PRICE SETTING; [pt] INFORMACAO DISPERSA; [en] DISPERSED INFORMATION
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
AREOSA, W. D. (2010). [en] ESSAYS IN PRICE SETTING UNDER IMPERFECT
INFORMATION. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16108
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
AREOSA, WALDYR DUTRA. “[en] ESSAYS IN PRICE SETTING UNDER IMPERFECT
INFORMATION.” 2010. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed January 21, 2021.
http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16108.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
AREOSA, WALDYR DUTRA. “[en] ESSAYS IN PRICE SETTING UNDER IMPERFECT
INFORMATION.” 2010. Web. 21 Jan 2021.
Vancouver:
AREOSA WD. [en] ESSAYS IN PRICE SETTING UNDER IMPERFECT
INFORMATION. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. [cited 2021 Jan 21].
Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16108.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
AREOSA WD. [en] ESSAYS IN PRICE SETTING UNDER IMPERFECT
INFORMATION. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16108
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Pontifical Catholic University of Rio de Janeiro
26.
MARTA BALTAR MOREIRA AREOSA.
[en] INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS.
Degree: 2010, Pontifical Catholic University of Rio de Janeiro
URL: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16151
► [pt] Esta tese incorpora três ensaios acerca de fixação de preços com informação rígida e dispersa (IRD). A estrutura básica mistura o modelo de rigidez…
(more)
▼ [pt] Esta tese incorpora três ensaios acerca de
fixação de preços com informação rígida e dispersa (IRD). A
estrutura básica mistura o modelo de rigidez de informação proposto
em Mankiw and Reis (2002) com o modelo de informação dispersa
descrito em Morris and Shin (2002). No capítulo 1, obtémse o
equilíbrio do jogo assumindo que as firmas se deparam com
complementaridade estratégica em suas decisões de preço. Neste
contexto, as firmas tomam suas decisões de preço utilizando a
informação disponível para prever os preços das outras firmas e a
demanda agregada nominal, o fundamento da nossa economia. Estuda-se
a importância de cada parâmetro do modelo em vários contextos. No
capítulo 2, estende-se o modelo IRD para analisar como a
comunicação do banco central interfere na fixação de preços. Como
informação pública ajuda às firmas a prever o estado atual da
economia e as ações uma das outras, ela ajuda na sincronia dos
preços. Este efeito faz a variância da inflação aumentar com a
precisão da informação pública. Além disso, o bem-estar da
sociedade é afetado pelo fato de que as firmas tomam suas decisões
de preços sem considerar como isto influenciará a decisão das
outras firmas. No capítulo 3, utilize-se o modelo com IRD para
analisar como a fixação de preços muda quando a taxa de juros, além
de ser um instrumento de política capaz de influenciar a dinâmica
do fundamento, também é vista como um sinal público que informa a
visão da autoridade monetária acerca do estado atual da economia.
Sob este arcabouço, firmas utilizam a taxa de juros para embasar
suas decisões de preços. Obtêm-se também os parâmetros ótimos do
instrumento de política (para três medidas diferentes de
bem-estar), considerando-se que o banco central sabe que as firmas
extraem informação de suas ações.
[en] This thesis encompasses three essays on price
setting under stickydispersed information (SDI). The baseline
framework mixes the sticky information model of Mankiw and Reis
(2002) with dispersed information models like Morris and Shin
(2002) and Angeletos and Pavan (2007). In Chapter 1, we derive the
equilibrium of the game assuming that firms face strategic
complementarity on their pricing decisions. In this context, firms
take their pricing decisions using information to build
expectations on the prices set by other firms and on the current
state of aggregate nominal demand - the fundamental of the economy.
In Chapter 2, we extend the SDI model to analyze how central bank
communication affects price setting. As public information help
firms to infer the current state of the economy and one another s
prices, it improves price synchronization. This effect makes
inflation variance increase with the precision of the public
information. Social welfare is affected by the fact that firms do
not internalize how their prices change other firms pricing
decisions. In Chapter 3, we use a SDI model to analyze how price
setting changes when the interest rate is a policy instrument that
not only partially drives the fundamental dynamics, but also it is…
Advisors/Committee Members: VINICIUS DO NASCIMENTO CARRASCO.
Subjects/Keywords: [pt] CURVA DE PHILLIPS; [en] PHILLIPS CURVE; [pt] RIGIDEZ DE INFORMACAO; [en] STICKY INFORMATION; [pt] FIXACAO DE PRECOS; [en] PRICE SETTING; [pt] INFORMACAO DISPERSA; [en] DISPERSED INFORMATION
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
AREOSA, M. B. M. (2010). [en] INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16151
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
AREOSA, MARTA BALTAR MOREIRA. “[en] INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS.” 2010. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed January 21, 2021.
http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16151.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
AREOSA, MARTA BALTAR MOREIRA. “[en] INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS.” 2010. Web. 21 Jan 2021.
Vancouver:
AREOSA MBM. [en] INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. [cited 2021 Jan 21].
Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16151.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
AREOSA MBM. [en] INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16151
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Pontifical Catholic University of Rio de Janeiro
27.
JULIO MENDES LIBERGOTT.
[en] INFLATION PERSISTENCE IN BRAZIL: AN ANALYSIS OF
INFLATION INERTIA VARIATION IN THE LAST DECADE.
Degree: 2018, Pontifical Catholic University of Rio de Janeiro
URL: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33884
► [pt] Um dos principais determinantes da dinâmica inflacionária no Brasil é seu grau de persistência. Essa característica é especialmente importante pois ela afeta o custo…
(more)
▼ [pt] Um dos principais determinantes da dinâmica
inflacionária no Brasil é seu grau de persistência. Essa
característica é especialmente importante pois ela afeta o custo de
trazer a inflação de volta à meta. Nosso trabalho tem como objetivo
analisar a variação da inércia no Brasil na última década.
Apresentamos uma visão desagregada da inflação com uma análise da
inflação de preços livres, comercializáveis e não-comercializáveis
através de modelos autoregressivos univariados e uma Curva de
Phillips Híbrida Novo Keynesiana desagregada. Acrescentamos uma
proxy para credibilidade ao modelo tradicional a fim de mitigar o
viés de variáveis omitidas em nossas estimações. Nosso estudo
sugere que a inércia subiu em todos os setores investigados na
última década. Além disso, podemos perceber uma queda da inércia
nos últimos anos, sobretudo no setor de
não-comercializáveis.
[en] Persistence is one of the main determinants of
the inflation dynamics in Brazil. It is especially important
because it affects the cost of bringing inflation back to its
target. In this work, we analyze the variation of inflation inertia
in Brazil during the past decade. We present a desegregated view of
inflation with a focus on market, tradables and non-tradables
prices using autoregressive models and a hybrid New Keynesian
Phillips curve. We add a credibility proxy to the traditional model
to reduce the omitted-variable bias problem in our estimations. Our
models reveal an increase of inflation inertia in all the
investigated sectors throughout the past decade. We also find a
reduction of inflation persistence in the last three years,
especially on the non-tradables sector.
Advisors/Committee Members: CARLOS VIANA DE CARVALHO, CARLOS VIANA DE CARVALHO.
Subjects/Keywords: [pt] POLITICA MONETARIA; [en] MONETARY POLICY; [pt] CURVA DE PHILLIPS NOVO KEYNESIANA; [en] NEW KEYNESIAN PHILLIPS CURVE; [pt] INERCIA INFLACIONARIA; [en] INFLATION PERSISTENCE
Record Details
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
LIBERGOTT, J. M. (2018). [en] INFLATION PERSISTENCE IN BRAZIL: AN ANALYSIS OF
INFLATION INERTIA VARIATION IN THE LAST DECADE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33884
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
LIBERGOTT, JULIO MENDES. “[en] INFLATION PERSISTENCE IN BRAZIL: AN ANALYSIS OF
INFLATION INERTIA VARIATION IN THE LAST DECADE.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed January 21, 2021.
http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33884.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
LIBERGOTT, JULIO MENDES. “[en] INFLATION PERSISTENCE IN BRAZIL: AN ANALYSIS OF
INFLATION INERTIA VARIATION IN THE LAST DECADE.” 2018. Web. 21 Jan 2021.
Vancouver:
LIBERGOTT JM. [en] INFLATION PERSISTENCE IN BRAZIL: AN ANALYSIS OF
INFLATION INERTIA VARIATION IN THE LAST DECADE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2021 Jan 21].
Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33884.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
LIBERGOTT JM. [en] INFLATION PERSISTENCE IN BRAZIL: AN ANALYSIS OF
INFLATION INERTIA VARIATION IN THE LAST DECADE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33884
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Technical University of Lisbon
28.
Nabais, João Miguel Casanova.
Near-rational expectations and the Phillips Curve : an empirical application.
Degree: 2013, Technical University of Lisbon
URL: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6324
► Mestrado em Economia Monetária e Financeira
The purpose of this work is to present and empirically test the Akerlof, Dickens and Perry (2000) model for…
(more)
▼ Mestrado em Economia Monetária e Financeira
The purpose of this work is to present and empirically test the Akerlof, Dickens and Perry (2000) model for two euro area countries, Portugal and Germany. The main purpose is to derive estimates for the Near Rational Phillips Curve and verify if the implications of ADP do apply to the current preference of the European Central Bank for an inflation target below the annual rate of 2%. Although no quantitative assessment is made over the adequacy of this target, we give some insight on whether this strategy is optimal for overall welfare.
Using annual data, we find evidence supporting the ADP conjecture that inflation is crucial for the degree of incorporation of price expectations in wage and price setting, although there is a weak link about its effect on unemployment, a finding which requires further study of the robustness of the Curve.
O Objectivo deste trabalho consiste na na apresentação e avaliação empírica do modelo proposto por Akerlof, Dickens e Perry (2000) para dois países da Área do Euro, Portugal e Alemanha. Procurar-se-á deste modo obter estimativas para uma Curva de Phillips Quasi-racional e que verifiquem se os postulados ADP também são válidos em relação à preferência do Banco Central Europeu por um objectivo de inflação inferior a 2%. Conquanto não seja realizada uma análise quantitativa dos efeitos, procuram-se realizar breves reflexões sobre se a estratégia é óptima para o Bem Estar.
Recorrendo ao uso de uma base de dados anuais é possível encontrar evidência de que o nível da inflação é importante na determinação do grau de incorporação das expectativas na definição de salários e preços. No entanto, verifica-se uma fraca ligação entre esta e o desemprego, o que exige um estudo mais aprofundado sobre a sua robustez.
Advisors/Committee Members: Abreu, Margarida, Proença, Isabel.
Subjects/Keywords: Inflation; Unemployment; Phillips Curve; NAIRU; Natural Rate; Zero Inflation; Monetary Policy; Inflação; Desemprego; Curva de Phillips; Taxa Natural; Zera Inflação Zero; Política Monetária
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APA (6th Edition):
Nabais, J. M. C. (2013). Near-rational expectations and the Phillips Curve : an empirical application. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6324
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Nabais, João Miguel Casanova. “Near-rational expectations and the Phillips Curve : an empirical application.” 2013. Thesis, Technical University of Lisbon. Accessed January 21, 2021.
https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6324.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Nabais, João Miguel Casanova. “Near-rational expectations and the Phillips Curve : an empirical application.” 2013. Web. 21 Jan 2021.
Vancouver:
Nabais JMC. Near-rational expectations and the Phillips Curve : an empirical application. [Internet] [Thesis]. Technical University of Lisbon; 2013. [cited 2021 Jan 21].
Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6324.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Nabais JMC. Near-rational expectations and the Phillips Curve : an empirical application. [Thesis]. Technical University of Lisbon; 2013. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6324
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
29.
Chen, Changsheng.
Inflation dynamics in Chinese provinces : Dynamique de l'inflation dans les provinces chinoises.
Degree: Docteur es, Sciences économiques, 2013, Aix Marseille Université
URL: http://www.theses.fr/2013AIXM1091
► Une forte croissance économique en Chine et son rôle important dans le commerce mondial impliquent que nous devons analyser son inflation avec les pressions intérieures…
(more)
▼ Une forte croissance économique en Chine et son rôle important dans le commerce mondial impliquent que nous devons analyser son inflation avec les pressions intérieures et extérieures. Tandis que les papiers récents ont concentrés leur travail sur les processus d'inflation en Chine en utilisant des données nationales (voir, par exemple Brandt et Zhu, 2000; Feyzioglu & Willard, 2006; Porter, 2010), très peu d'attention a été mise sur l'inflation entre les différentes juridictions Chinoises. Ainsi, la compréhension de la dynamique de l'inflation et ses interactions entre les juridictions Chinoise sont des questions importantes pour les décisions des banques centrales en matière de politique monétaire. Dans ma thèse, tout d'abord, en considérant les pressions intérieures et extérieures de l'inflation, j'analyse les dynamiques de l'inflation entre les juridictions Chinoises (Chapitre 3). Ensuite, grâce à la libre circulation des biens et les migrations intérieures en Chine, je m'intéresse aux effets d'interactions de l'inflation à travers le pays avec les pressions intérieures et extérieures (Chapitre 4). Enfin, nous conjuguons la variation provinciale dans la dynamique de l'inflation Chinoise et les caractéristiques d'économie ouverte en estimant la courbe de Phillips hybride dans l'économie ouverte pour les provinces chinoises (Chapitre 5).
China's swift economic development and share in global trade increasing rapidly imply a need to understand its inflation dynamics with internal and external pressures. While recent papers focus on inflation process analysis in the mainland of China by using a country-level data (see, e.g. Brandt & Zhu, 2000; Feyzioğlu & Willard, 2006; Porter, 2010), less attention has been paid to differences across China's jurisdictions. Thus, understanding of inflation dynamics and its interaction among the Chinese provinces are the important issues for central bank's monetary policy decisions. Firstly, considering the internal and external inflation pressures, I analyze the inflation dynamics among the CMU (Chapter 3). Secondly, because of the free flow of goods and internal migration across the country, I'm interested in analyzing the effect of inflation interaction among its provinces with internal and external pressures (Chapter 4). Finally, we combine the interest in the provincial variation in China's inflation dynamics with its characteristic of economic openness by estimating hybrid open-economy Phillips curves for the Chinese provinces(Chapter 5).
Advisors/Committee Members: Girardin, Eric (thesis director).
Subjects/Keywords: Inflation; Provinces Chinoises; Effects spatiaux; Pressions extérieures; Pressions intérieures; Courbe de Phillips néo-keynésienne hybride; Inflation; Chinese provinces; Spatial effects; External pressures; Internal pressures; Hybrid New-Keynesian Phillips curve
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, C. (2013). Inflation dynamics in Chinese provinces : Dynamique de l'inflation dans les provinces chinoises. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2013AIXM1091
Chicago Manual of Style (16th Edition):
Chen, Changsheng. “Inflation dynamics in Chinese provinces : Dynamique de l'inflation dans les provinces chinoises.” 2013. Doctoral Dissertation, Aix Marseille Université. Accessed January 21, 2021.
http://www.theses.fr/2013AIXM1091.
MLA Handbook (7th Edition):
Chen, Changsheng. “Inflation dynamics in Chinese provinces : Dynamique de l'inflation dans les provinces chinoises.” 2013. Web. 21 Jan 2021.
Vancouver:
Chen C. Inflation dynamics in Chinese provinces : Dynamique de l'inflation dans les provinces chinoises. [Internet] [Doctoral dissertation]. Aix Marseille Université 2013. [cited 2021 Jan 21].
Available from: http://www.theses.fr/2013AIXM1091.
Council of Science Editors:
Chen C. Inflation dynamics in Chinese provinces : Dynamique de l'inflation dans les provinces chinoises. [Doctoral Dissertation]. Aix Marseille Université 2013. Available from: http://www.theses.fr/2013AIXM1091
30.
Δαφέρμος, Ιωάννης.
Essays on finance and the macroeconomy.
Degree: 2012, National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ)
URL: http://hdl.handle.net/10442/hedi/27735
► This thesis intends to contribute to the recent ongoing research that focuses on the linkages between financial and real variables in the macroeconomy. Using both…
(more)
▼ This thesis intends to contribute to the recent ongoing research that focuses on the linkages between financial and real variables in the macroeconomy. Using both theoretical and empirical models, the thesis (i) sheds new light on the various channels through which financial factors interact with the macroeconomic system, and (ii) explores the extent to which the behaviour and the macro effects of the financial system are influenced by certain aspects of macroeconomic policy. The thesis consists of five independent essays. The first essay develops a Post Keynesian/Kaleckian model that explicitly integrates the role of borrowing and cash payment commitments into the consumption and investment expenditures, as well as into the inflation-generating process. It is shown that the existence of high debt and cash payment commitments increases the likelihood of a positive demand-side effect of inflation on the rate of employment as well as of a negative supply-side effect of employment on the inflation rate. The second essay investigates via a theoretical model the impact of financial factors on the Non-Accelerating Inflation Rate of Unemployment (NAIRU). It also addresses the influence of monetary policy stance and of banking sector’s lending practices on the NAIRU. The third essay develops a conflicting-claims model to explore the impact of workers’ and firms’ financial commitments on the short-run Phillips curve, under different institutional structures in the labour and product market, desired margins of safety and ratios of firms’ to workers’ outstanding debt. Explicit attention is paid to the impact of monetary policy on the shape of the short-run Phillips curve. The fourth essay sets out a stock-flow consistent model that explicitly incorporates the role of perceived uncertainty and liquidity preference into the investment decisions and the asset choice of households, firms and commercial banks. Performing a simulation experiment, the essay illuminates the channels through which a rise in perceived uncertainty is likely to set off a recessionary process. The fifth essay utilises the ARDL bounds testing approach to investigate the impact of public debt on credit market in the euro area. It is shown that a rise in the public debt held by monetary financial institutions does not exert a long-run adverse impact on the borrowing of the private sector.
Η διατριβή αυτή έχει στόχο να συνεισφέρει στην τρέχουσα έρευνα που επικεντρώνεται στις αλληλεπιδράσεις των χρηματοπιστωτικών παραγόντων με τη μακροοικονομία. Κάνοντας χρήση θεωρητικών και εμπειρικών υποδειγμάτων, η διατριβή αφενός εξετάζει διάφορους μηχανισμούς μέσω των οποίων το χρηματοπιστωτικό και το μακροοικονομικό σύστημα αλληλεπιδρούν μεταξύ τους, και αφετέρου διερευνά σε ποιο βαθμό η συμπεριφορά και οι μακροοικονομικές επιπτώσεις του χρηματοπιστωτικού συστήματος επηρεάζονται από συγκεκριμένες διαστάσεις της μακροοικονομικής πολιτικής. Η διατριβή αποτελείται από πέντε ανεξάρτητα δοκίμια. Στο πρώτο δοκίμιο αναπτύσσεται ένα Μετακεϋνσιανό/Καλετσκιανό υπόδειγμα το οποίο…
Subjects/Keywords: Χρηματοπιστωτικοί παράγοντες; Χρέος; Προτίμηση ρευστότητας; Πληθωρισμός; Απασχόληση; Καμπύλη Phillips; Μακροοικονομική πολιτική; Μετακεϋνσιανά οικονομικά; Finance; Debt; Liquidity preference; Inflation; Employment; Phillips curve; Macroeconomic policy; Post Keynesian economics
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Similar Records
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Δαφέρμος, . . (2012). Essays on finance and the macroeconomy. (Thesis). National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ). Retrieved from http://hdl.handle.net/10442/hedi/27735
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Δαφέρμος, Ιωάννης. “Essays on finance and the macroeconomy.” 2012. Thesis, National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ). Accessed January 21, 2021.
http://hdl.handle.net/10442/hedi/27735.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Δαφέρμος, Ιωάννης. “Essays on finance and the macroeconomy.” 2012. Web. 21 Jan 2021.
Vancouver:
Δαφέρμος . Essays on finance and the macroeconomy. [Internet] [Thesis]. National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ); 2012. [cited 2021 Jan 21].
Available from: http://hdl.handle.net/10442/hedi/27735.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Δαφέρμος . Essays on finance and the macroeconomy. [Thesis]. National and Kapodistrian University of Athens; Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών (ΕΚΠΑ); 2012. Available from: http://hdl.handle.net/10442/hedi/27735
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
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Open Access Theses and Dissertations