The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Joshua C. C. Chan
| Year of publication: |
January 2017
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| Authors: | Chan, Joshua |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 1, p. 17-28
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| Subject: | Inflation forecasting | Inflation uncertainty | Nonlinear | State-space | Inflation | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model | Inflationsrate | Inflation rate | Großbritannien | United Kingdom | Markov-Kette | Markov chain | Theorie | Theory | Volatilität | Volatility | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1052459 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011704092