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Persistent link: https://www.econbiz.de/10003378104

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Sequential information flow and real-time diagnosis of Swiss inflation : intra-monthly DCF estimates for a low-inflation environment

Amstad, Marlene; Fischer, Andreas M. - 2004

The timely release of macroeconomic data imposes a distinct structure on the panel: the clustering and sequential ordering of real and nominal variables. We call this orderly release of economic data sequential information flow. The ordered panel generates a new class of restrictions that are...

Persistent link: https://www.econbiz.de/10011397588