Asymmetric quantile persistence and predictability : the case of US inflation
Sebastiano Manzan and Dawit Zerom
| Year of publication: |
2015
|
|---|---|
| Authors: | Manzan, Sebastiano ; Zerom Godefay, Dawit |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 2, p. 297-318
|
| Subject: | Inflation | Volatilität | Volatility | Messung | Measurement | Prognoseverfahren | Forecasting model | USA | United States | 1959-2011 |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10011384016