Reference health

Posterior-Predictive Evidence on US Inflation Using Phillips Curve Models with Non-Filtered Time Series

https://doi.org/10.2139/ssrn.2198827
CiteStamped reference-health badge
1 of 37 checkable references need attention · checked 2026-08-05

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/2289457
The 36 checked references that resolve
resolves10.1162/0034653041811662
Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?
resolves10.1080/07474930701220071
Bayesian Analysis of DSGE Models
resolves10.1016/j.red.2004.01.002
Staggered prices and trend inflation: some nuisances
resolves10.1016/j.jmoneco.2007.06.024
Optimal monetary policy under low trend inflation
resolves10.1162/qjec.2008.123.3.1005
Investigating Inflation Persistence Across Monetary Regimes<sup>*</sup>
resolves10.1016/0304-3932(83)90060-0
Staggered prices in a utility-maximizing framework
resolves10.1016/j.jmoneco.2014.06.003
Bridging DSGE models and the raw data
resolves10.3982/qe36
Multiple filtering devices for the estimation of cyclical DSGE models
resolves10.1086/426038
Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
resolves10.1016/s0304-3932(03)00033-3
Maximum likelihood in the frequency domain: the importance of time-to-plan
resolves10.1257/aer.98.5.2101
Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve
resolves10.1016/j.jmoneco.2008.09.006
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
resolves10.1016/s0304-3932(03)00036-9
Imperfect credibility and inflation persistence
resolves10.2202/1935-1690.2248
Trend Agnostic One-Step Estimation of DSGE Models
resolves10.2307/2118513
Inflation Persistence
resolves10.1016/S0304-3932(99)00023-9
Inflation dynamics: A structural econometric analysis
resolves10.1016/j.jmoneco.2005.08.005
Robustness of the estimates of the hybrid New Keynesian Phillips curve
resolves10.1109/tpami.1984.4767596
Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
resolves10.1080/01621459.2000.10474273
Efficient Bayesian Inference for Dynamic Mixture Models
resolves10.1016/j.ijforecast.2009.10.007
Comparing and evaluating Bayesian predictive distributions of asset returns
resolves10.1111/j.1538-4616.2007.00091.x
Changes in the Federal Reserve's Inflation Target: Causes and Consequences
resolves10.1016/S0014-2921(98)00006-3
Generating real persistent effects of monetary shocks: How much nominal rigidity do we really need?
resolves10.1016/j.jmoneco.2007.06.006
Reconsidering the natural rate hypothesis in a New Keynesian framework
resolves10.3982/qe71
Sources of macroeconomic fluctuations: A regime-switching DSGE approach
resolves10.1086/ma.18.3585256
Disagreement about Inflation Expectations
resolves10.1257/aer.90.5.1464
Output Fluctuations in the United States: What Has Changed Since the Early 1980's?
resolves10.1016/j.jmoneco.2005.08.006
New tests of the new-Keynesian Phillips curve
resolves10.1257/aer.96.4.1193
Shocks and Government Beliefs: The Rise and Fall of American Inflation
resolves10.1016/j.red.2005.01.001
Learning and monetary policy shifts
resolves10.1023/A:1020517101123
Solving Linear Rational Expectations Models
resolves10.1257/000282806776157678
Were There Regime Switches in U.S. Monetary Policy?
resolves10.1162/154247603770383415
An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area
resolves10.1257/aer.97.3.586
Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
resolves10.1111/j.1538-4616.2007.00014.x
Why Has U.S. Inflation Become Harder to Forecast?
resolves10.3386/w14322
Phillips Curve Inflation Forecasts
resolves10.1016/s0304-3932(96)90040-9
Nominal price rigidity, money supply endogeneity, and business cycles
The 8 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref7
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedref28
no DOI — not checkedThe New Keynesian Phillips curve: lessons from singleequation econometric estimation
no DOI — not checkedref44
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-05 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2198827"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2198827/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2198827/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2198827)