Forecasting inflation uncertainty in the United States and Euro area
Year of publication: |
2019
|
---|---|
Authors: | Ftiti, Zied ; Jawadi, Fredj |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 1, p. 455-476
|
Subject: | Asymmetry | Forecasts | GARCH model | Inflation uncertainty | Stochastic volatility | USA | United States | ARCH-Modell | ARCH model | Inflationserwartung | Inflation expectations | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Risiko | Risk | Inflation | Stochastischer Prozess | Stochastic process | Prognose | Forecast | Eurozone | Euro area | Schätzung | Estimation | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis |
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