To Örebro University

oru.seÖrebro University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions
Örebro University, Örebro University School of Business.ORCID iD: 0000-0003-0203-4688
Örebro University, Örebro University School of Business.ORCID iD: 0000-0002-4840-7649
2023 (English)In: Scandinavian Journal of Economics, ISSN 0347-0520, E-ISSN 1467-9442, Vol. 125, no 1, p. 287-314Article in journal (Refereed) Published
Abstract [en]

It has been claimed that the fall in US inflation during the Great Recession was surprisingly small. One possible explanation for this is that the Phillips curve is unstable and that its slope was lower around the Great Recession. We investigate the importance of time-varying parameters using Bayesian vector autoregressions for inflation and unemployment. We find support for time variation in the inflation equation and an unstable Phillips curve that was somewhat flatter between 2005 and 2013. However, conditional forecasts mostly suggest that inflation was not unexpectedly high around the Great Recession, which puts the claim of a "missing disinflation" into question.

Place, publisher, year, edition, pages
John Wiley & Sons, 2023. Vol. 125, no 1, p. 287-314
Keywords [en]
Inflation, model selection, stochastic volatility, time-varying parameters, unemployment
National Category
Economics
Identifiers
URN: urn:nbn:se:oru:diva-104327DOI: 10.1111/sjoe.12508ISI: 000921630900001Scopus ID: 2-s2.0-85146464995OAI: oai:DiVA.org:oru-104327DiVA, id: diva2:1738001
Available from: 2023-02-20 Created: 2023-02-20 Last updated: 2023-06-08Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Karlsson, SuneÖsterholm, Pär

Search in DiVA

By author/editor
Karlsson, SuneÖsterholm, Pär
By organisation
Örebro University School of Business
In the same journal
Scandinavian Journal of Economics
Economics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 184 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf