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employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
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the observed time series. We develop a simulated maximum likelihood estimation method based on importance sampling and … applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …
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inflation in Ukraine. Based on the estimated models, we derive a number of series of non-accelerating inflation rate of … unemployment (NAIRU) that provide information about the general trajectory and last tendencies of trend unemployment. To better … identify the unemployment trend, we include indicators of long-term unemployment and the Beveridge curve shifts as exogenous …
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