Estimating inflation-at-risk (IaR) using extreme value theory (EVT)
Year of publication: |
2010
|
---|---|
Authors: | Santos, Edward P. ; Mapa, Dennis S. ; Glindro, Eloisa T. |
Published in: |
Philippine Review of Economics. - School of Economics. - Vol. 47.2010, 2, p. 21-40
|
Publisher: |
School of Economics |
Subject: | inflation-at-risk (IaR) | extreme value theory (EVT) | peaks-over- threshold (POT) |
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