VAR-based estimation of Euler equations with an application to New Keynesian pricing

Journal of Economic Dynamics and Control

Volumn 31, Issue 3, 2007, Pages 767-796

  Kurmann, André ^a,b  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^b CIRPÉE ^*  (Canada)

Author keywords

Inflation; Maximum likelihood; New Keynesian Phillips curve; Rational expectations; Real marginal cost

Indexed keywords

EID: 33846510301     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2006.01.005     Document Type: Article

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