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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