Inflation volatility and inflation in the wake of the great recession
Semih Emre Çekin, Victor J. Valcarcel
| 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
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| Subject: | Inflation volatility | Markov switching | Mixed-frequenzy regressions | GARCH | MIDAS | Inflation | Volatilität | Volatility | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Schätzung | Estimation | Konjunktur | Business cycle | Inflationsrate | Inflation rate | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01724-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304370