A quarterly Phillips curve for Switzerland using interpolated data, 1963–2016
Rebecca Stuart ()
Economic Modelling, 2018, vol. 70, issue C, 78-86
This paper estimates a quarterly Phillips curve for Switzerland, using interpolated data starting in 1963. Since only annual GDP data are available before 1980, the paper first discusses how to interpolate them using a multivariate Chow-Lin procedure and by adapting forecast combination methods. The preferred interpolated series is then used to estimate the Phillips Curve over a 50-year period. The results indicate two structural breaks which appear to coincide with shifts in the Swiss National Bank's monetary policy strategy.
Keywords: Switzerland; Historical statistics; Long time series; Phillips curve; E1; E4; N1 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecmode:v:70:y:2018:i:c:p:78-86
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