Modeling the impact of forecast-based regime switches on US inflation
Year of publication: |
October-December 2016
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Authors: | Bel, Koen ; Paap, Richard |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1306-1316
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Subject: | Nonlinear time series | Forecasting | Regime switching | Inflation | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Markov-Kette | Markov chain |
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