The Great Recession and the Inflation Puzzle /

Notwithstanding persistently-high unemployment following the Great Recession, inflation in the United States has been remarkably stable. We find that a traditional Phillips curve describes the behavior of inflation reasonably well since the 1960s. Using a non-linear Kalman filter that allows for tim...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Matheson, Troy
מחברים אחרים: Stavrev, Emil
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2013.
סדרה:IMF Working Papers; Working Paper ; No. 2013/124
גישה מקוונת:Full text available on IMF
תיאור
סיכום:Notwithstanding persistently-high unemployment following the Great Recession, inflation in the United States has been remarkably stable. We find that a traditional Phillips curve describes the behavior of inflation reasonably well since the 1960s. Using a non-linear Kalman filter that allows for time-varying parameters, we find that three factors have contributed to the observed stability of inflation: inflation expectations have become better anchored and to a lower level; the slope of the Phillips curve has flattened; and the importance of import-price inflation has increased.
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תיאור פיזי:1 online resource (12 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students