Locally stationary quantile regression for inflation and interest rates
Zhuying Xu, Seonjin Kim, and Zhibiao Zhao
| Year of publication: |
2022
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| Authors: | Xu, Zhuying ; Kim, Seonjin ; Zhao, Zhibiao |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 2, p. 838-851
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| 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 |
| 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