How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
Year of publication: |
2013-11-28
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Authors: | Andersson, Fredrik N.G. ; Li, Yushu |
Institutions: | Nationalekonomiska Institutionen, Ekonomihögskolan |
Subject: | fractional integration | inflation-targeting | state space model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2013:38 19 pages |
Classification: | C32 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Andersson, Fredrik N. G., (2013)
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Andersson, Fredrik N. G., (2020)
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Andersson, Fredrik N. G., (2014)
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