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List of calibrated models

The Yellen (2017) “decomposition” model.

This model is acalibrated augmented Phillips curve model, described in Yellen(2017). The model is used to estimate the contributions of theeconomic fundamentals to PCE price inflation forecast in themedium-term.

The ECI “decomposition” model.

This model is a calibratedaugmented Phillips curve model for the Employment Cost Index(ECI). The model is used to estimate the contributions of theeconomic fundamentals to ECI wage inflation forecast in themedium-term.

The CPH “decomposition” model.

This model is a calibratedaugmented Phillips curve model for the Employment Cost Index(CPH). The model is used to estimate the contributions of theeconomic fundamentals to ECI wage inflation forecast in themedium-term.

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Trezzi consulting is a Swiss registered firm that offers independent economic and statistical consulting services. Trezzi consulting does not have access to any classified information of any central bank, including the Federal Reserve. All econometric and statistical models included in the packages are either developed in-house or they are based on publicly available documents such as papers and notes.