Is nature of inflation co-movement time-varying? : insights from a dynamic factor model
Saban Nazlioglu, Tugba Akin, Sinem Pinar Gurel, Sevcan Gunes
| Year of publication: |
2025
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| Authors: | Nazlıoğlu, Şaban ; Akin, Tugba ; Gurel, Sinem Pinar ; Günes, Orhan Sevcan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 247.2025, Art.-No. 112215, p. 1-6
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| Subject: | Dynamic factor model | Inflation | State-space method | Time-varying co-movement | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Inflationsrate | Inflation rate | Volatilität | Volatility | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2025.112215 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461990