Nowcasting inflation : a state-space approach using high-frequency data
Joan Christine S. Allon,Dennis M. Bautista and Jasmin E. Dacio
| Year of publication: |
February
|
|---|---|
| Authors: | Allon, Joan Christine S. ; Bautista, Dennis M. ; Dacio, Jasmin E. |
| Publisher: |
[Malate Manila, Philippines] : Bangko Sentral ng Pilipinas |
| Subject: | state-space modelling | nowcasting | inflation | time-varying regression | Inflation | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Volatilität | Volatility |