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Staggered Wages and Prices in Dynamic Stochastic General Equilibrium Models - An Econometric Evaluation of the Hybrid Wage New Keynesian Phillips Curve

Kruse, Herman
Master thesis
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Staggered-Wages ... ral-Equilibrium-Models.pdf (830.1Kb)
Year
2015
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http://urn.nb.no/URN:NBN:no-48581

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  • Økonomisk institutt [1352]
Abstract
This master’s thesis at the Department of Economics, University of Oslo develops and estimates a Hybrid Wage New Keynesian Phillips Curve (Wage-NKPC) with staggered wages and prices using Norwegian data (provided by Statistics Norway). The different econometric methods discussed in the thesis are generalized method of moments (GMM), generalized instrumental variable estimation (GIVE) and Maximum Likelihood (ML) – in particular the Kalman-filter. The model is estimated using key macroeconomic variables such as gross domestic output, employment, wages, productivity, import prices and consumption. All Stata-codes and Eviews-codes used in this thesis are available from the author upon request. Keywords: New Keynesian Phillips Curve, generalized method of moments, generalized instrumental variable estimation, Kalman-filter, dynamic stochastic general equilibrium models
 
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