Unobserved-Component Time-Series Models with Markov- Switching Heteroskedasticity: Changes in Regimes and the Link between Inflation Rates and Inflation Uncertainty.
| Year of publication: |
1992
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| Authors: | Kim, C.J. |
| Institutions: | Department of Economics, York University |
| Subject: | economic models | economic theory | prices |
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| Type of publication: | Book / Working Paper |
| Notes: | 18 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005775941