Forecasting ination : a GARCH-in-mean-level model with time varying predictability
Alessandra Canepa, Menelaos Karanasos, Athanasios Paraskevopoulos and Emilio Zanetti Chini
| Alternative title: | Forecasting inflation |
|---|---|
| Year of publication: |
[2022]
|
| Authors: | Canepa, Alessandra ; Karanasos, Menelaos ; Paraskevopoulos, Athanasios ; Zanetti Chini, Emilio |
| Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis” |
| Subject: | GARCH-in Mean | In flation persistence | Optimal forecasts | Structural breaks | Prognoseverfahren | Forecasting model | Theorie | Theory | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
| Extent: | 1 Online-Ressource (circa 51 Seiten) |
|---|---|
| Series: | Working paper series. - [Torino] : [Dipartimento economia e statistica "Cognetti de Martiis"], ISSN 2039-4004, ZDB-ID 3011889-X. - Vol. 22, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Der Haupttitel sollte lauten: Forecasting inflation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366358