Pages that link to "Item:Q2687864"
From MaRDI portal
The following pages link to The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864):
Displaying 3 items.
- Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)