Ekonomická a finančná matematika

Dobry den,
rad by som Vas pozval na seminar odboru vyskumu, ktory sa uskutocni v piatok 2. 12. 2011 o 13:00 v zasadacke na osmom poschodi v budove NBS.

Katarína Danišková (Univerzita Komenského, Bratislava)
Jarko Fidrmuc (Zeppelin University, Friedrichshafen a Univerzita Komenského, Bratislava)
Meta Analysis of the New Keynesian Phillips Curve

Abstract
The New Keynesian Phillips Curve has become an inherent part
of modern monetary policy models. It is derived from micro-founded
models with rational expectations, sticky prices, and forward and
backward looking behaviour. Reviewing about 200 studies, we anal-
yse the weight of the forward-looking firms in hybrid New Keynesian
Phillips Curve by means of meta regression. We show that data and
method characteristics have significant impact on reported results.
Moreover, we confirm a significant publication bias including publica-
tions in top journals, while no such bias is found for the most cited
studies and the most cited authors.

Ucast na seminari prosim potvrdte emailom na adrese matus.senaj@nbs.sk.


Prajem pekny den,
Matúš Senaj
Odbor výskumu
Národná banka Slovenska
tel.: 02 5787 2935
e-mail: matus.senaj@nbs.sk
web: http://www.nbs.sk/sk/publikacie/vyskumne-studie
http://ideas.repec.org/f/pse317.html