Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Alessandra Canepa
| Alternative title: | Inflation dynamics and time-varying persistence |
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| Year of publication: |
[2022]
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| Authors: | Canepa, Alessandra |
| Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis” |
| Subject: | Infl ation persistence | Conditional heteroscedasticity | GARCH-in-mean | unit root tests | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity |