Automated Author Profile

Rudd, Jeremy

Current S-Index

4.1

Sum of Dataset Indices for all datasets

Average Dataset Index per Dataset

2.0

Average Dataset Index per dataset

Total Datasets

2

Total datasets for this author

Average FAIR Score

69.2%

Average FAIR Score per dataset

Total Citations

2

Total citations to the author's datasets

Total Mentions

0

Total mentions of the author's datasets

S-Index Interpretation

S-Index Over Time

Cumulative Citations Over Time

Cumulative Mentions Over Time

Datasets

Replication data for: Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics? (Version: 1)

The canonical inflation specification in sticky-price rational expectations models (the new-Keynesian Phillips curve) is often criticized for failing to account for the dependence of inflation on its own lags. In response, many studies employ a "hybrid" specification in which inflation depends on its lagged and expected future values, together with a driving variable such as the output gap. We consider some simple tests of the hybrid model that are derived from its closed form. We find that the hybrid model describes inflation dynamics poorly, and find little empirical evidence for the type of rational, forward-looking behavior that the model implies.

Authors

  • Rudd, Jeremy ;
  • Whelan, Karl
1 Citation0 Mentions69% FAIR2.0 Dataset Index
10.3886/e116078v1January 2006

Replication data for: Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics? (Version: V0)

The canonical inflation specification in sticky-price rational expectations models (the new-Keynesian Phillips curve) is often criticized for failing to account for the dependence of inflation on its own lags. In response, many studies employ a "hybrid" specification in which inflation depends on its lagged and expected future values, together with a driving variable such as the output gap. We consider some simple tests of the hybrid model that are derived from its closed form. We find that the hybrid model describes inflation dynamics poorly, and find little empirical evidence for the type of rational, forward-looking behavior that the model implies.

Authors

  • Rudd, Jeremy ;
  • Whelan, Karl
1 Citation0 Mentions69% FAIR2.0 Dataset Index
10.3886/e116078January 2006