Adaptive Models and Heavy Tails
Year of publication: |
2014-07
|
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Authors: | Monache, Davide Delle ; Petrella, Ivan |
Institutions: | Birkbeck, Department of Economics, Mathematics & Statistics |
Subject: | Time-Varying Parameters | Score-driven Models | Heavy-Tails | Adaptive Algorithms | Inflation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1409 |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation |
Source: |
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Adaptive Models and Heavy Tails
Monache, Davide Delle, (2014)
-
Adaptive models and heavy tails
Delle Monache, Davide, (2014)
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Adaptive models and heavy tails
Delle Monache, Davide, (2014)
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Discretion vs. Timeless Perspective under Model-consistent Stabilization Objectives
Petrella, Ivan, (2013)
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Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries
Petrella, Ivan, (2012)
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Adaptive Models and Heavy Tails
Monache, Davide Delle, (2014)
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