SwedenPhillipsCurve

Group Assignment BEMACS - Econometrics 30413

Matthew Cernicky, Gaspar Dugac, Tommaso Ghisini

Econometrics Analysis of Phillips Curve for Sweden:

1. Phillips Curve with monthly data from Jan. 1983 to Dec. 2020
2. Phillip Curve – yearly data from 1983 – 2019
3. Expanded model with interest rates
4. Expanded model with average wages

Structure:

• Linear Regression
• Significance Testing
• Testing Homoskedasticity
  • Breusch-Pagan Test
• Testing Serial correlation
  • Breusch-Godfrey Test
• Plots
  • Residual vs. Fitted
  • Normal Q-Q
  • Scale Location
  • Residuals vs. Leverage