Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model
Year of publication: |
2020
|
---|---|
Authors: | Andersson, Fredrik N. G. ; Li, Yushu |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 2, p. 529-549
|
Subject: | Fractional integration | Inflation-targeting | State space model | Theorie | Theory | Zustandsraummodell | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy | Schätzung | Estimation | Inflation | Inflationssteuerung | Inflation targeting |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s10614-019-09901-2 [DOI] 10.1007/s10614-019-09900-3 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Österholm, Pär, (2022)
-
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M., (2018)
-
Martins de Souza, Rafael, (2013)
- More ...
-
Andersson, Fredrik N. G., (2013)
-
A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models
Li, Yushu, (2013)
-
A simple wavelet-based test for serial correlation in panel data models
Li, Yushu, (2013)
- More ...