| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7347138 | Economic Modelling | 2018 | 9 Pages |
Abstract
This paper estimates a quarterly Phillips curve for Switzerland, using interpolated data starting in 1963. Since only annual GDP data are available before 1980, the paper first discusses how to interpolate them using a multivariate Chow-Lin procedure and by adapting forecast combination methods. The preferred interpolated series is then used to estimate the Phillips Curve over a 50-year period. The results indicate two structural breaks which appear to coincide with shifts in the Swiss National Bank's monetary policy strategy.
Related Topics
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Authors
Rebecca Stuart,