Estimating trend inflation in a regime-switching Phillips curve

Material type: 文書・図像類

Author: NAKAJIMA, Jouchi

Publisher: Institute of Economic Research, Hitotsubashi University

Publication date: 2023-12

Material Format: Digital

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Note (General)：: Financial support from the Ministry of Education, Culture, Sports, Science, and Technology of the Japanese Government through a Grant-in-Aid for Scien...

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Summary, etc.：: This study develops a regime-switching Phillips curve model to estimate trend inflation. Extending the earlier work, we allow trend inflation, the slo...

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Material Type: 文書・図像類
Title: Estimating trend inflation in a regime-switching Phillips curve
Author/Editor: NAKAJIMA, Jouchi
Author Heading: NAKAJIMA, Jouchi
https://nrid.nii.ac.jp/nrid/1000020962062/
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2023-12
Publication Date (W3CDTF): 2023-12
Contributor: Institute of Economic Research, Hitotsubashi University
Text Language Code: eng
Subject Heading: Inflation expectations
Oil prices
Phillips curve
Regime-switching model
Trend inflation
Target Audience: 一般
Note (General): Financial support from the Ministry of Education, Culture, Sports, Science, and Technology of the Japanese Government through a Grant-in-Aid for Scientific Research (No. 22K20157, 23H00050) and the Hitotsubashi Institute for Advanced Study is gratefully acknowledged.
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/81441/DP750.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
https://www.ier.hit-u.ac.jp/English/
Periodical Title: Discussion paper series. A ; No. 750
Periodical Title (NCID): AA11476336
https://ci.nii.ac.jp/ncid/AA11476336
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources