Measuring Core Inflation by Multivariate Structural Time Series Models
Year of publication: |
2006-05-31
|
---|---|
Authors: | Proietti, Tommaso |
Institutions: | Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia |
Subject: | common trends | dynamic factor analysis | homogeneity | exponential smoothing |
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