Conditional term structure of inflation forecast uncertainty : the copula approach
Year of publication: |
2019
|
---|---|
Authors: | Charemza, Wojciech ; Díaz, Carlos ; Makarova, Svetlana D. |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 1, p. 5-18
|
Subject: | macroeconomic forecasting | inflation | uncertainty | non-normality | density forecasting | forecast term structure | copula modelling | Theorie | Theory | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Inflation | Inflationsrate | Inflation rate | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Inflationserwartung | Inflation expectations | Statistischer Test | Statistical test | Zinsstruktur | Yield curve |
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