Modeling the dynamics of inflation compensation
Year of publication: |
2010
|
---|---|
Authors: | Jochmann, Markus ; Koop, Gary ; Potter, Simon M. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 1, p. 157-167
|
Subject: | Inflationserwartung | Inflation expectations | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
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