A redescription of Amphiprion nigripes Regan, a valid species of anemonefish (family Pomacentridae) from the Indian Ocean [by] Gerald R. Allen and Richard N. Mariscal.

v.58:no.8(1971)

Larval life in the leaves: arboreal tadpole types, with special attention to the morphology, ecology, and behavior of the Oophagous Osteopilus brunneus (Hylidae) larva / Michael J. Lannoo, Daniel S. Townsend, Richard J. Wassersug.

n.s. no.38(1987)

Studies on Spiroboloid millipeds. IX. a second Typhlobolellid genus from Mexico / [by] Richard L. Hoffman.

v.62:no.3(1973)

A review of the family Captorhinidae / Richard J. Seltin --

v.10:no.34(1959)

Long-run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy

This paper takes a new look at the long-run dynamics of inflation and unemployment in response to permanent changes in the growth rate of the money supply. We examine the Phillips curve from the perspective of what we call "frictional growth", i.e. the interaction between money growth and nominal frictions. After presenting theoretical models of this phenomenon, we construct an empirical model of the Spanish economy and, in this context, we evaluate the long-run inflation-unemployment trade for Spain and examine how recent policy changes have afected it.

Sôbre Auris bilabiata melanostoma (Moricand, 1836) (Gastropoda, Pulmonata, Bulimulidae)

O autor redescreve Auris bilabiata melanostoma (Moricand), utilizando exemplares vivos colecionados no Estado do Rio. Além do estudo da genitália, câmara paleal e rádula, analisa variações das conchas de várias proveniências. Chama a atenção para a necessidade de estudos comparativos das partes moles para uma conclusão definitiva, sôbre a validade das duas subespécies (bilabiata s. st. e melanostoma).

International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data

We present a unique empirical analysis of the properties of the New Keynesian Phillips Curve using an international dataset of aggregate and disaggregate sectoral in ation. Our results from panel time-series estimation clearly indicate that sectoral heterogeneity has important consequences for aggregate in ation behaviour. Heterogeneity helps to explain the overestimation of in ation persistence and underestimation of the role of marginal costs in empirical investigations of the NKPC that use aggregate data. We nd that combining disaggregate information with heterogeneous-consistent estimation techniques helps to reconcile, to a large extent, the NKPC with the data.

Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters

This paper uses forecasts from the European Central Bank's Survey of Professional Forecasters to investigate the relationship between inflation and inflation expectations in the euro area. We use theoretical structures based on the New Keynesian and Neoclassical Phillips curves to inform our empirical work. Given the relatively short data span of the Survey of Professional Forecasters and the need to control for many explanatory variables, we use dynamic model averaging in order to ensure a parsimonious econometric speci cation. We use both regression-based and VAR-based methods. We find no support for the backward looking behavior embedded in the Neo-classical Phillips curve. Much more support is found for the forward looking behavior of the New Keynesian Phillips curve, but most of this support is found after the beginning of the financial crisis.

Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation

‘Modern’ Phillips curve theories predict inflation is an integrated, or near integrated, process. However, inflation appears bounded above and below in developed economies and so cannot be ‘truly’ integrated and more likely stationary around a shifting mean. If agents believe inflation is integrated as in the ‘modern’ theories then they are making systematic errors concerning the statistical process of inflation. An alternative theory of the Phillips curve is developed that is consistent with the ‘true’ statistical process of inflation. It is demonstrated that United States inflation data is consistent with the alternative theory but not with the existing ‘modern’ theories.

A Multiple Break Panel Approach to Estimating United States Phillips Curves

Phillips curves are often estimated without due attention being paid to the underlying time series properties of the data. In particular, the consequences of inflation having discrete breaks in mean have not been studied adequately. We show by means of simulations and a detailed empirical example based on United States data that not taking account of breaks may lead to biased, and therefore spurious, estimates of Phillips curves. We suggest a method to account for the breaks in mean inflation and obtain meaningful and unbiased estimates of the short- and long-run Phillips curves in the United States.