132
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Assessing the predictive power of labour-market indicators of inflation

Pages 981-985 | Published online: 27 Sep 2011

References

  • Charemza , W. and Király , J. 1990 . Plans and exogeneity: the genetic-technological dispute revisited . Oxford Economic Papers , 42 : 562 – 73 .
  • Emory , K. M. and Chang , C.-P. 1996 . Do wages help predict inflation? . Economic Review , 8 : 2 – 9 . Federal Reserve Bank of Dallas, First Quarter
  • Engle , R. F. 1984 . “ Wald, likelihood ratio and Lagrange multiplier tests in econometrics ” . In Handbook of Econometrics , Edited by: Griliches , Z. and Intrilligator , M. D. Vol. 2 , 775 – 826 . Amsterdam : North Holland .
  • Engle , R. F. and Hendry , D. F. 1993 . Testing super exogeneity and invariance in regression models . Journal of Econometrics , 56 : 119 – 39 .
  • Engle , R. F. , Hendry , D. F. and Richard , J.-F. 1983 . Exogeneity . Econometrica , 51 : 277 – 304 .
  • Gordon , R. J. 1988 . The role of wages in the inflation process . American Economic Review , 78 : 276 – 83 .
  • Hamilton , J. D. 1994 . Time Series Analysis , Princeton, NJ : Princeton University Press .
  • Hess, G. D. and Schweitzer, M. E. (2000) Does wage inflation cause price inflation?, Policy Discussion Paper No. 1, Federal Reserve Bank of Cleveland, Cleveland, OH.
  • Kwiatkowski , D. , Phillips , P. C. B. , Schmidt , P. and Shin , Y. 1992 . Testing the null hypothesis of stationarity against the alternative of a unit root . Journal of Econometrics , 54 : 159 – 78 .
  • Marterbauer , M. and Walterskirchen , E. 2003 . Determinants of wage share and real unit labor costs . Austrian Institute of Economic Research Monthly Reports , 76 : 151 – 9 .
  • Mehra , Y. 2000 . Wage-price dynamics: Are they consistent with cost push? . Federal Reserve Bank of Richmond Economic Quarterly , 86 : 27 – 43 .
  • Pesaran , M. H. , Shin , Y. and Smith , R. J. 2001 . Bounds testing approaches to the analysis of level relationships . Journal of Applied Econometrics , 16 : 289 – 326 .
  • Stock , J. H. and Watson , M. W. 1993 . A simple estimator of cointegrating vectors in higher order integrated systems . Econometrica , 61 : 783 – 820 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.