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Inflation 1 Markov switching autoregressive 1 Time varying parameter 1 Unknown structural break 1
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Boutahar, Mohamed 1 Gbaguidi, David 1
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Computational Economics 1
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Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
Boutahar, Mohamed; Gbaguidi, David - In: Computational Economics 34 (2009) 2, pp. 145-172
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