Do inflation expectations granger cause inflation?
Year of publication: |
2018
|
---|---|
Authors: | Stockhammar, Pär ; Österholm, Pär |
Published in: |
Economia politica : journal of analytical and institutional economics. - [Bologna] : il Mulino, ISSN 1120-2890, ZDB-ID 852322-8. - Vol. 35.2018, 2, p. 403-431
|
Subject: | Bayesian VAR | Granger causality | Out-of-sample forecasts | Inflation | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Inflationserwartung | Inflation expectations | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference |
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