Empirical regularities of inflation volatility : evidence from advanced and developing countries
Year of publication: |
2017
|
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Authors: | Banerjee, Shesadri |
Published in: |
South Asian journal of macroeconomics and public finance. - Los Angeles : Sage, ISSN 2277-9787, ZDB-ID 2964253-X. - Vol. 6.2017, 1, p. 133-156
|
Subject: | Inflation volatility | GARCH model | volatility persistence | panel GMM estimation | Volatilität | Volatility | Inflation | Momentenmethode | Method of moments | Schätzung | Estimation | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Entwicklungsländer | Developing countries | Panel | Panel study |
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