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  • Search: subject:"dynamic factor model with stochasticvolatility"
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Year of publication
Subject
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EU countries 1 EU-Staaten 1 Forecasting model 1 Geldpolitik 1 Inflation 1 Inflation expectations 1 Inflation rate 1 Inflation targeting 1 Inflationserwartung 1 Inflationsrate 1 Inflationssteuerung 1 Monetary policy 1 Prognoseverfahren 1 Risiko 1 Risk 1 USA 1 United States 1 anchoring of inflation expectations 1 dynamic factor model with stochasticvolatility 1 inflation 1 surveys of professional forecasters 1 term structure of inflation expectations and inflation uncertainty 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Grishchenko, Olesya 1 Mouabbi, Sarah 1 Renne, Jean-Paul 1
Published in...
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Documents de travail / Banque de France 1
Source
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ECONIS (ZBW) 1
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The joint dynamics of U.S. and euro-area inflation rates : expectations and timevarying uncertainty
Grishchenko, Olesya; Mouabbi, Sarah; Renne, Jean-Paul - 2017
Persistent link: https://www.econbiz.de/10011647288
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