Estimation of unobserved expected monthly inflation using Kalman filtering
Edwin Burmeister ; Kent D. Wall ; James D. Hamilton
| Year of publication: |
1986
|
|---|---|
| Authors: | Burmeister, Edwin |
| Other Persons: | Wall, Kent D. (contributor) ; Hamilton, James D. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 4.1986, 2, p. 147-160
|
| Subject: | Inflationserwartung | Inflation expectations | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001007907