Information content of inflation expectations: a copula-based model
From MaRDI portal
Cites work
- A copula entropy approach to correlation measurement at the country level
- A Mathematical Theory of Communication
- An introduction to copulas.
- Capturing information in extreme events
- Capturing the Intangible Concept of Information
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1149166 (Why is no real title available?)
- Information measures in perspective
- Mutual information equals copula entropy
- On a Measure of the Information Provided by an Experiment
- On Information and Sufficiency
- On the mathematical foundations of theoretical statistics.
- Probit transformation for nonparametric kernel estimation of the copula density
- Ranking Forecasts by Stochastic Error Distance, Information and Reliability Measures
- Re-evaluating the effectiveness of inflation targeting
- Seasonal adjustment methods and real time trend-cycle estimation
- Statistics for near independence in multivariate extreme values
This page was built for publication: Information content of inflation expectations: a copula-based model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6937999)
