References

This folder holds the following references to publications, sorted by year and author.

There are 54 references in this bibliography folder.

Bjørnstad, R and Nymoen, R (2008).
The New Keynesian Phillips Curve Tested on OECD Panel Data
Economics: The Open-Access, Open-Assessment E-Journal, 2(2008-4).

Bårdsen, G and Nymoen, R (2008).
Macroeconometric Modelling for Policy
In: Palgrave Handbook of Econometrics, ed. by Mills T.C. and K. Patterson, vol. 2, Palgrave Mac-Millan.

Fanelli, L (2008).
Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area
Oxford Bulletin of Economics and Statistics, 70(1):53-66.

Juselius, M (2007).
A Cointegration Approach to Topics in Empirical Macroeconomics
PhD thesis, Swedish School og Economics and Business Administration, Finland.

Boug, P, Cappelen, �, and Swensen, A (2006).
Expectations and Regime Robustness in Price Formation: Evidence from Vector Autoregressive Models and Recursive Methods
Empirical Economics, 31(4):821-845.

Fuhrer, JC (2006).
Intrinsic and Inherited Inflation Persistence
International Journal of Central Banking, 2(3).

Banerjee, A, Marcellino, M, and Osbat, C (2005).
Breaking Panel Data Cointegration
Mimeo.

Batini, N, Jackson, B, and Nickell, S (2005).
An Open-Economy New Keynesian Phillips Curve for the U.K
Journal of Monetary Economics, 52(6):1061-1071.

Gali, J, Gertler, M, and Lopez-Salido, JD (2005).
Robustness of the Estimates of the Hybrid New Keynesian Phillips Curve
Journal of Monetary Economics, 52(6):1107-1118.

Linde, J (2005).
Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
Journal of Monetary Economics, 52(6):1135-1149.

Nunziata, L (2005).
Institutions and Wage Determination: A Multi-country Approach
Oxford Bulletin of Economics and Statistics, 67(4):435-466.

Rudd, J and Whelan, K (2005).
New Tests of the New-Keynesian Phillips Curve
Journal of Monetary Economics, 52(6):1167-1181.

Banerjee, A, Marcellino, M, and Osbat, C (2004).
Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data
Econometrics Journal, 7(2):322-340.

Bårdsen, G, Jansen, ES, and Nymoen, R (2004).
Econometric Evaluation of the New Keynesian Phillips Curve
Oxford Bulletin of Economics and Statistics, 66:671-686.

Bårdsen, G, Øyvind Eitrheim, ES, and Nymoen, R (2004).
The Econometrics of Macroeconomic Modelling
Oxford University Press, Oxford.

Mavroeidis, S (2004).
Weak Identification of Forward-Looking Models in Monetary Economics
Oxford Bulletin of Economics and Statistics, 66:609-635.

Bårdsen, G and Nymoen, R (2003).
Testing Steady-State Implications for the NAIRU
The Review of Economics and Statistics, 85(4):1070-1075.

Stock, JH, Wright, JH, and Yogo, M (2002).
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
Journal of Business & Economic Statistics, 20(4):518-529.

Gali, J, Gertler, M, and Lopez-Salido, JD (2001).
European Inflation Dynamics
European Economic Review, 45(7):1237-1270.

Clarida, R, Gali, J, and Gertler, M (1999).
The Science of Monetary Policy: A New Keynesian Perspective
Journal of Economic Literature, 37(4):1661-1707.

Gali, J and Gertler, M (1999).
Inflation Dynamics: A Structural Econometric Analysis
Journal of Monetary Economics, 44(2):195-222.

Judson, RA and Owen, AL (1999).
Estimating Dynamic Panel Data Models: A Guide for macroeconomists
Economics Letters, 65(1):9-15.

Pedroni, P (1999).
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Oxford Bulletin of Economics and Statistics, 61(0):653-670.

Bårdsen, GP and Nymoen, R (1998).
Business Cycles: Real Facts or Fallacies?
In: Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium, ed. by Strøm, S., chap. 16, pp. 499-527, Cambridge University Press, Cambridge. Econometric Society Monograph Series.

Gordon, RJ (1997).
The Time-Varying NAIRU and Its Implications for Economic Policy
Journal of Economic Perspectives, 11(1):11-32.