A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Year of publication: |
2023
|
---|---|
Authors: | Nong, Hao ; Wu, Xianghua ; Jiang, Yuanying |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 50, p. 5939-5955
|
Subject: | Inflation rate | large Bayesian VAR | large TVP-VAR | large-dimensional data | trend deviation | Inflation | Zeitreihenanalyse | Time series analysis | China | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Inflationsrate |
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