Estimating Time-Varying Parameter Models with Stochastic Volatility: An Application to Inflation Forecasting

Autor:	Douglas E. Turatti
Rok vydání:	2018
Předmět:	History Polymers and Plastics Business and International Management Industrial and Manufacturing Engineering
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
DOI:	10.2139/ssrn.3236806
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::441cb56c209cad74a201d784b6696d15 https://doi.org/10.2139/ssrn.3236806 Zobrazit plný text záznamu