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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models

Inoue, Atsushi; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410046

Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models

Inoue, Atsushi; Kilian, Lutz - In: International economic review 43 (2002) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10001680467

How useful is bagging in forecasting economic time series? : a case study of U. S. consumer price inflation

Inoue, Atsushi; Kilian, Lutz - In: Journal of the American Statistical Association : JASA 103 (2008) 482, pp. 511-522

Persistent link: https://www.econbiz.de/10003751789

Do actions speak louder than words? : household expectations of inflation based on micro consumption data

Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatma Burcu - 2006

Survey data on household expectations of inflation are routinely used in economic analysis, yet it is not clear to what extent households are able to articulate their expectations in survey interviews. We propose an alternative approach to recovering households’ implicit expectations of...

Persistent link: https://www.econbiz.de/10003374960