A self-tuning model for inflation rate dynamics (Q720159)

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A self-tuning model for inflation rate dynamics
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    title
    A self-tuning model for inflation rate dynamics (English)
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    author
    Rogemar S. Mamon
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    Zheng Duan
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    publication date
    13 October 2011
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    Mathematics Subject Classification ID
    91B64
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    91B55
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    93E10
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    37N40
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    zbMATH DE Number
    5958034
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    zbMATH Keywords
    Markov-switching model
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    inflation
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    EM algorithm
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    consumer price index
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