A new structural break model, with an application to Canadian inflation forecasting
John M. Maheu; Yong Song
| Year of publication: |
2013
|
|---|---|
| Authors: | Maheu, John M. ; Song, Yong |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2013, 1, p. 144-160
|
| Subject: | Multiple change-points | Regime duration | Inflation targeting | Predictive density | MCMC | Inflationssteuerung | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Kanada | Canada | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Inflation | Schätzung | Estimation | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Inflationsrate | Inflation rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010246985