Time-varying trend models for forecasting inflation in Australia
Na Guo, Bo Zhang, Jamie L. Cross
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Na ; Zhang, Bo ; Cross, Jamie |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 2, p. 316-330
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| Subject: | Bayesian analysis | inflation forecast | stochastic volatility | trend model | Australien | Australia | Inflation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2814 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817762