Noncausality and inflation persistence
Year of publication: |
2015
|
---|---|
Authors: | Lanne, Markku |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 4, p. 469-481
|
Subject: | generalized impulse response function | inflation persistence | noncausal autoregression | Inflation | Hysterese | Hysteresis | Autokorrelation | Autocorrelation | Schätzung | Estimation | USA | United States | 1970-2012 |
-
Noncausality and inflation persistence
Lanne, Markku, (2013)
-
A noncausal autoregressive model with time-varying parameters : an application to US inflation
Lanne, Markku, (2013)
-
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku, (2017)
- More ...
-
Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
Lanne, Markku, (2009)
-
Optimal Forecasting of Noncausal Autoregressive Time Series
Lanne, Markku, (2010)
-
GMM Estimation with Noncausal Instruments
Lanne, Markku, (2009)
- More ...