Forecasting inflation with gradual regime shifts and exogenous information
Year of publication: |
2011
|
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Authors: | González, Andrés ; Hubrich, Kirstin ; Teräsvirta, Timo |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Nonlinear forecast | nonlinear model | nonlinear trend | penalised likelihood | structural shift | time-varying parameter |
Series: | ECB Working Paper ; 1363 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 66555396X [GVK] hdl:10419/153797 [Handle] RePEc:ecb:ecbwps:20111363 [RePEc] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation ; E47 - Forecasting and Simulation |
Source: |
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Forecasting inflation with gradual regime shifts and exogenous information
González, Andrés, (2009)
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Forecasting inflation with gradual regime shifts and exogenous information
González, Andrés, (2011)
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Forecasting inflation with gradual regime shifts and exogenous information
González, Andrés, (2011)
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