Long memory modelling of inflation with stochastic variance and structural breaks
Charles S. Bos; Siem Jan Koopman; Marius Ooms
| Year of publication: |
2007
|
|---|---|
| Authors: | Bos, Charles S. ; Koopman, Siem Jan ; Ooms, Marius |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Inflation | Strukturbruch | Structural break | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Modellierung | Scientific modelling | USA | United States |
| Extent: | 27 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 2007,099 |
| 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/10003645182