Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Elmar Mertens (Bank for International Settlements, Switzerland), James M. Nason (Department of Economics, NC State University, and Centre for Applied Macroeconomic Analysis, ANU)
| Year of publication: |
September 2017 ; Revised version
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| Authors: | Mertens, Elmar ; Nason, James Michael |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | Inflation | unobserved components | professional forecasts | sticky information | stochastic volatility | time-varying parameters | Bayesian | particle filter | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Inflationsrate | Inflation rate | Schätzung | Estimation | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis |
| Extent: | 1 Online-Ressource (circa 70 Seiten) Illustrationen |
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| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 60 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746888