Evaluating inflation persistence considering model uncertainty and structural break
Year of publication: |
2019
|
---|---|
Authors: | Jung, Yong-Gook |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 18, p. 1503-1510
|
Subject: | Gibbs sampling | Inflation persistence | model uncertainty | Inflation | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Risiko | Risk | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Inflationsrate | Inflation rate | Phillips-Kurve | Phillips curve |
-
Inflation-output trade-off : old measures, new determinants?
Magkonis, Georgios, (2020)
-
Modeling US inflation dynamics : a Bayesian nonparametric approach
Jochmann, Markus, (2015)
-
Real-time inflation forecasting in a changing world
Groen, Jan J. J., (2010)
- More ...
-
A new strategy to estimate time-to-build completion rates
Jung, Yong-gook, (2013)
-
An inference about the length of the time-to-build period
Jung, Yong-Gook, (2013)
-
Investment lags and macroeconomic dynamics
Jung, Yong-Gook, (2015)
- More ...