Search Results - subject:"Conditional Inflation"

Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members

Vasicek, Borek - 2009

monetary arrangements for price stability. The analysis of the conditional inflation variance obtained from GARCH estimation of …

Persistent link: https://www.econbiz.de/10009477385

Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members

Vasícek, Borek - Departament d'Economia Aplicada, Universitat Autònoma … - 2009

monetary arrangements for price stability. The analysis of the conditional inflation variance obtained from GARCH estimation of …

Persistent link: https://www.econbiz.de/10004999364

Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members

Vasicek, Borek - William Davidson Institute, University of Michigan - 2009

monetary arrangements for price stability. The analysis of the conditional inflation variance obtained from GARCH estimation of …

Persistent link: https://www.econbiz.de/10008529027

An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - 2007

In this paper we develop a model for the conditional inflated multivariate density of integer count variables with domain Zn. Our modelling framework is based on a copula approach and can be used for a broad set of applications where the primary characteristics of the data are: (i) discrete...

Persistent link: https://www.econbiz.de/10010266935

An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2007

Persistent link: https://www.econbiz.de/10005146735

Inflation Targeting: Some Extensions

Svensson, Lars E.O. - Institute for International Economic Studies (IIES), … - 1997

stabilization or smoothing all call for a more gradual adjustment of the conditional inflation forecast toward the inflation target …. The conditional inflation forecast is the natural intermediate target during inflation targeting. …

Persistent link: https://www.econbiz.de/10005648757