A TIME‐SERIES TEST OF THE NATURAL‐RATE HYPOTHESIS

Paul Evans

Journal of Time Series Analysis, 1980, vol. 1, issue 2, 119-133

Abstract: Abstract. This paper develops a test of the natural‐rate hypothesis that does not require strong assumptions about the structure of the economy or how the public anticipates inflation. The paper then applies this test to U.S. data, finding that one cannot reject the natural‐rate hypothesis.

Date: 1980
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https://doi.org/10.1111/j.1467-9892.1980.tb00306.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:1:y:1980:i:2:p:119-133

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