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Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"

Yasufumi Gemma, Takushi Kurozumi and Mototsugu Shintani
Additional contact information
Yasufumi Gemma: Bank of Japan
Mototsugu Shintani: University of Tokyo

Computer Codes from Review of Economic Dynamics

Abstract: Code and data to replicate the results of the article.

Language: Matlab
Date: 2023
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https://red-files-public.s3.amazonaws.com/codes/22/22-126/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/22 ... -D-22-00126_code.zip
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Related works:
Journal Article: Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis (2023) Downloads
Working Paper: Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve (2017) Downloads
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