Moving average stochastic volatility models with application to inflation forecast (Q2442456)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average stochastic volatility models with application to inflation forecast |
scientific article |
Statements
Moving average stochastic volatility models with application to inflation forecast (English)
0 references
3 April 2014
0 references
state space
0 references
unobserved components model
0 references
precision
0 references
sparse
0 references
density forecast
0 references
0 references
0 references
0 references
