The global component of inflation volatility
Year of publication: |
[2018]
|
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Authors: | Carriero, Andrea ; Corsello, Francesco ; Marcellino, Massimiliano |
Publisher: |
[Rom] : Banca d'Italia Eurosistema |
Subject: | inflation | volatility | global factors | large datasets | multivariate autoregressive index models | reduced rank regressions | forecasting | Volatilität | Volatility | Inflation | Welt | World | Prognoseverfahren | Forecasting model | Theorie | Theory | Multivariate Analyse | Multivariate analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (circa 72 Seiten) Illustrationen |
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Series: | Temi di discussione / Banca d'Italia. - Roma, ZDB-ID 2451849-9. - Vol. number 1170 (April 2018) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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