Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Year of publication: |
September 2017 ; Revised version
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Authors: | Mertens, Elmar ; Nason, James Michael |
Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
Subject: | Inflation | unobserved components | professional forecasts | sticky information | stochastic volatility | time-varying parameters | Bayesian | particle filter | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Inflationsrate | Inflation rate | Schätzung | Estimation | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Autokorrelation | Autocorrelation | Phillips-Kurve | Phillips curve |
Extent: | 1 Online-Ressource (circa 70 Seiten) Illustrationen |
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Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 60 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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