The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty
Year of publication: |
2012
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Authors: | Chang, Kuang-liang |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 34.2012, 2, p. 523-536
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Subject: | Inflation | Inflation uncertainty | Distribution specification | Regime-switching structure | Inflationserwartung | Inflation expectations | Risiko | Risk | Schätzung | Estimation | ARCH-Modell | ARCH model | Markov-Kette | Markov chain |
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