The global component of inflation volatility
Andrea Carriero, Francesco Corsello, Massimiliano Marcellino
| Year of publication: |
2022
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|---|---|
| Authors: | Carriero, Andrea ; Corsello, Francesco ; Marcellino, Massimiliano |
| Subject: | forecasting | global factors | inflation | large datasets | multivariate autoregressive index models | reduced rank regressions | volatility | Volatilität | Volatility | Inflation | Prognoseverfahren | Forecasting model | Welt | World | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332682