A noncausal autoregressive model with time-varying parameters : An application to US inflation
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
DIW Discussion Papers ; 1285
- Classification
-
Wirtschaft
- Keyword
-
Inflation
Hysterese
Phillips-Kurve
Autokorrelation
Autoregressiver Prozess
Schätzung
:z Geschichte 1947-2012
USA
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Deutsches Institut für Wirtschaftsforschung (DIW)
- (when)
-
2013
- Creator
- Handle
-
10419/71113
- URN
-
urn:nbn:de:101:1-201802205172
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:47 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lanne, Markku
- Luoto, Jani
- Deutsches Institut für Wirtschaftsforschung (DIW)
Time of origin
- 2013
Other Objects (12)
A noncausal autoregressive model with time-varying parameters: An application to US inflation
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
Robust shift detection in time-varying autoregressive processes
Robust shift detection in time-varying autoregressive processes
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
Time-varying first-order autoregressive processes with irregular innovations
The time-varying evolution of inflation risks
Extreme inflation and time-varying consumption growth
The Time-Varying Degree of Inflation Expectations Anchoring
The time-varying degree of inflation expectations anchoring
Extreme inflation and time-varying expected consumption growth
Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach
A noncausal autoregressive model with time-varying parameters: An application to US inflation
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
Robust shift detection in time-varying autoregressive processes
Robust shift detection in time-varying autoregressive processes
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
Time-varying first-order autoregressive processes with irregular innovations
The time-varying evolution of inflation risks
Extreme inflation and time-varying consumption growth
The Time-Varying Degree of Inflation Expectations Anchoring
The time-varying degree of inflation expectations anchoring
Extreme inflation and time-varying expected consumption growth
Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach
A noncausal autoregressive model with time-varying parameters: An application to US inflation
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
Robust shift detection in time-varying autoregressive processes
Robust shift detection in time-varying autoregressive processes
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
Time-varying first-order autoregressive processes with irregular innovations
The time-varying evolution of inflation risks
Extreme inflation and time-varying consumption growth
The Time-Varying Degree of Inflation Expectations Anchoring
The time-varying degree of inflation expectations anchoring
Extreme inflation and time-varying expected consumption growth