Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Alternative title: | Inflation dynamics and time-varying persistence |
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Year of publication: |
[2022]
|
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 | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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