The global component of inflation volatility
Year of publication: |
2022
|
---|---|
Authors: | Carriero, Andrea ; Corsello, Francesco ; Marcellino, Massimiliano |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 4, p. 700-721
|
Subject: | forecasting | global factors | inflation | large datasets | multivariate autoregressive index models | reduced rank regressions | volatility | Volatilität | Volatility | Inflation | Prognoseverfahren | Forecasting model | Welt | World | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference |
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