Trend inflation estimates for Thailand from disaggregated data
Year of publication: |
September 2017
|
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Authors: | Pym Manopimoke ; Vorada Limjaroenrat |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 65.2017, p. 75-94
|
Subject: | Disaggregated prices | Inflation | Outlier adjustment | Stochastic volatility | Time-varying parameters | Trend-cycle decomposition | Unobserved components | Zeitreihenanalyse | Time series analysis | Thailand | Volatilität | Volatility | Inflationsrate | Inflation rate | Schätzung | Estimation | Schätztheorie | Estimation theory | Konjunktur | Business cycle | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process |
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