Conditional term structure of inflation forecast uncertainty : the copula approach
Wojciech Charemza, Carlos Díaz, Svetlana Makarova
| Year of publication: |
2019
|
|---|---|
| Authors: | Charemza, Wojciech ; Díaz, Carlos ; Makarova, Svetlana D. |
| Subject: | macroeconomic forecasting | inflation | uncertainty | non-normality | density forecasting | forecast term structure | copula modelling | Prognoseverfahren | Forecasting model | Theorie | Theory | Inflationsrate | Inflation rate | Inflation | Multivariate Verteilung | Multivariate distribution | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Prognose | Forecast | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Wirtschaftsprognose | Economic forecast | Inflationserwartung | Inflation expectations |
freely available
| 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/10012021948