Core inflation rate for china and the ASEAN-10 countries : smoothed signal for score-driven local level plus scale models
Szabolcs Blazsek, Adrian Licht, Astrid Ayala and Su-Ping Liu
| Year of publication: |
2025
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| Authors: | Blazsek, Szabolcs ; Licht, Adrian ; Ayala, Astrid ; Liu, Su-Ping |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 29.2025, 2, p. 177-212
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| Subject: | core inflation rate | dynamic conditional score (DCS) | generalized autoregressive score (GAS) | minimum mean-squared error (MSE) signal extraction | monetary policy | China | Inflationsrate | Inflation rate | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2023-0042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015437887