Inflation volatility and inflation in the wake of the great recession
Year of publication: |
2020
|
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Authors: | Çekin, Semih Emre ; Valcarcel, Victor J. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 4, p. 1997-2015
|
Subject: | Inflation volatility | Markov switching | Mixed-frequenzy regressions | GARCH | MIDAS | Inflation | Volatilität | Volatility | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Schätzung | Estimation | Konjunktur | Business cycle | Regressionsanalyse | Regression analysis | Welt | World | Wirtschaftskrise | Economic crisis |
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