Estimating time-varying volatility in consumer prices in rwanda : application of GARCH models
Maniraguha Faustin, Karangwa Mathias, Mwenese Bruno, Bagabe James
| Year of publication: |
2019
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|---|---|
| Authors: | Maniraguha, Faustin ; Karangwa, Mathias ; Mwenese, Bruno ; Bagabe, James |
| Published in: |
BNR economic review. - Kigali, Rwanda : National Bank of Rwanda, ISSN 2410-678X, ZDB-ID 3033102-X. - 2019, 14, p. 53-75
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| Subject: | Inflation volatility | EGARCH models | volatility persistence | Rwanda | Volatilität | Volatility | Ruanda | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation | Inflation | Zeitreihenanalyse | Time series analysis | Verbraucherpreisindex | Consumer price index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312029