Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation
Year of publication: |
2001
|
---|---|
Authors: | Chopin, Nicolas ; Pelgrin, Florian |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Stability of Feynman-Kac Formulae with Path-dependent Potentials
CHOPIN, Nicolas, (2010)
-
Central Limit Theorem for Sequential Monte Carlo Methods and its Applications to Bayesian Inference
Chopin, Nicolas, (2002)
-
A Sequential Particle Filter Method for Static Models
Chopin, Nicolas, (2000)
- More ...