Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
by Elmar Mertens and James M. Nason
| Year of publication: |
April 2018 ; Current draft: February 16, 2018
|
|---|---|
| Authors: | Mertens, Elmar ; Nason, James Michael |
| Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
| 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 | Inflation | Zeitreihenanalyse | Time series analysis |
freely available