The global component of inflation volatility
by Andrea Carriero, Francesco Corsello and Massimiliano Marcellino
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Carriero, Andrea ; Corsello, Francesco ; Marcellino, Massimiliano |
| Publisher: |
[Rom] : Banca d'Italia Eurosistema |
| Subject: | inflation | volatility | global factors | large datasets | multivariate autoregressive index models | reduced rank regressions | forecasting | Volatilität | Volatility | Inflation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Welt | World | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis |
| Extent: | 1 Online-Ressource (circa 72 Seiten) Illustrationen |
|---|---|
| Series: | Temi di discussione / Banca d'Italia. - Roma, ZDB-ID 2451849-9. - Vol. number 1170 (April 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011960151