Paper 16

New test procedure for the analysis of the flattening of Phillips curve in ASEAN (December 2019)

Random walk with drift model for the potential output estimation

Source of data:

Thomson datastream

[accessed on 16 March, 2019].

1. Data set (from Thomson datastream)

2. EViews Wf1.file (real GDP, inflation rate-GDP deflator)

3. EViews codes for initial value estimation

4. EViews codes for the kalman filter estimation of potential output (state-space model)

5. EViews codes for the New Keynesian Phillips curve (NKPC) and hybrid NKPC

6. EViews codes for the time-varying estimation of the NKPC and hybrid NKPC