Estimation of unobserved inflation expectations in India using state-space model
Year of publication: |
2019
|
---|---|
Authors: | Chattopadhyay, Siddhartha ; Sahu, Sohini ; Saakshi |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 5, p. 1480-1488
|
Subject: | Fisher Equation | Kalman Filter | Expected Inflation | India | Indien | Inflationserwartung | Inflation expectations | Zustandsraummodell | State space model | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Inflation | Fisher-Effekt | Fisher effect |
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