Which econometric specification to characterize the U.S. inflation rate process? (Q1038769)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Which econometric specification to characterize the U.S. inflation rate process? |
scientific article |
Statements
Which econometric specification to characterize the U.S. inflation rate process? (English)
0 references
20 November 2009
0 references
inflation
0 references
Markov switching autoregressive
0 references
time varying parameter
0 references
unknown structural break
0 references
0 references