Forecasting with the New Keynesian Phillips curve: Evidence from survey data

Frédo Jean-Baptiste ()

Economics Letters, 2012, vol. 117, issue 3, 811-813

Abstract: This paper estimates the New Keynesian Phillips curve for United Kingdom using survey forecasts of inflation. I find that, compared to traditional estimation methods, survey forecasts improve estimates of the New Keynesian Phillips curve and forecasting performance of inflation.

Keywords: Survey forecasts; Phillips curve; GMM; Forecasting models (search for similar items in EconPapers)
JEL-codes: C53 E31 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (19)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:117:y:2012:i:3:p:811-813

DOI: 10.1016/j.econlet.2011.02.034

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