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Record W3123363159 · doi:10.1002/jae.1011

Identifying the new Keynesian Phillips curve

2008· preprint· en· W3123363159 on OpenAlexafffundabout
James M. Nason, Gregor W. Smith

Bibliographic record

VenueJournal of Applied Econometrics · 2008
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsQueen's University
FundersSocial Sciences and Humanities Research Council of CanadaUniversity of WashingtonNorth Carolina State UniversityUniversity of New South WalesVanderbilt UniversityQueen's UniversityJohns Hopkins UniversityUniversity of Southern California
KeywordsPhillips curveNew Keynesian economicsInflation (cosmology)EndogeneityEconomicsEconometricsMonetary policyOutput gapIdentification (biology)Generalized method of momentsKeynesian economicsPanel dataPhysics

Abstract

fetched live from OpenAlex

Abstract Phillips curves are central to discussions of inflation dynamics and monetary policy. The hybrid new Keynesian Phillips curve (NKPC) describes how past inflation, expected future inflation, and a measure of real aggregate demand drive the current inflation rate. This paper studies the (potential) weak identification of the NKPC under Generalized Method of Moments and traces this syndrome to a lack of higher‐order dynamics in exogenous variables. We employ analytic methods to understand the economics of the NKPC identification problem in the canonical three‐equation, new Keynesian model. We revisit the empirical evidence for the USA, the UK, and Canada by constructing tests and confidence intervals based on the Anderson and Rubin ( 1949 ) statistic, which is robust to weak identification. We also apply the Guggenberger and Smith ( 2008 ) LM test to the underlying NKPC pricing parameters. Both tests yield little evidence of forward‐looking inflation dynamics. Copyright © 2008 John Wiley & Sons, Ltd.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.354
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.215
GPT teacher head0.251
Teacher spread0.037 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2008
Admission routes3
Has abstractyes

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