Locally stationary quantile regression for inflation and interest rates
Zhuying Xu, Seonjin Kim, and Zhibiao Zhao
| Year of publication: |
2022
|
|---|---|
| Authors: | Xu, Zhuying ; Kim, Seonjin ; Zhao, Zhibiao |
| Subject: | Quantile regression | Nonparametric estimation | Interest rates | Inflation | Locally stationary model | Time-varying model | Zins | Interest rate | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Inflationsrate | Inflation rate | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1874389 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534562