Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Year of publication: |
2007
|
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Authors: | Bos, C.S. ; Koopman, S.J. ; Ooms, M. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Inflation | Strukturbruch | Stochastischer Prozess | Stichprobenverfahren | Monte-Carlo-Methode | Maximum-Likelihood-Methode | Modellierung | USA | Time varying parameters | Importance sampling | Monte Carlo simulation | Stochastic Volatility | Fractional Integration |
Series: | Tinbergen Institute Discussion Paper ; 07-099/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837932327 [GVK] hdl:10419/86371 [Handle] RePEc:dgr:uvatin:20070099 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E23 - Production ; E31 - Price Level; Inflation; Deflation |
Source: |
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Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S., (2007)
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Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Bos, Charles S., (2008)
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Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Bos, C.S., (2007)
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Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
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Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
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Long memory and level shifts: re-analysing inflation rates
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