The Effect of Inflation Uncertainty on Inflation : Stochastic Volatility in Mean Model within a Dynamic Framework Economic Modelling
Year of publication: |
2018
|
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Authors: | Berument, Hakan |
Other Persons: | Yalcin, Yeliz (contributor) ; Yildirim, Julide (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Inflation | Volatilität | Volatility | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Inflationserwartung | Inflation expectations |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economic Modelling, Vol. 26, No. 6, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2009 erstellt Volltext nicht verfügbar |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; E31 - Price Level; Inflation; Deflation |
Source: | ECONIS - Online Catalogue of the ZBW |
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