Time-Varying Phillips Curves

Browse kernel-based estimates of the Phillips curve over time.

Region:

Country:

Developed by Omar Kaykhusraw.

Time-Varying Parameters of the Phillips Curve

Euro Area · Time-Varying Estimates

Specification:

Estimator:

Kernel:

Coefficient:

h = 0.5

Note: Estimates generated using Giraitis, L., Kapetanios, G. and Yates, T. (2014) 'Inference on stochastic time-varying coefficient models', Journal of Econometrics, 179(1), pp.46–65; Giraitis, L., Kapetanios, G. and Yates, T. (2018) 'Inference on multivariate heteroscedastic time varying random coefficient models', Journal of Time Series Analysis, 39(2), pp.129–149; and Giraitis, L., Kapetanios, G. and Marcellino, M. (2021) 'Time-varying instrumental variable estimation', Journal of Econometrics, 224(2), pp.394–415. For further details or data provisions, please contact the developer at omar.kaykhusraw@gmail.com.