Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling tail risks of inflation using unobserved component quantile regressions |
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Modeling tail risks of inflation using unobserved component quantile regressions (English)
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17 November 2022
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predictive inference
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state space models
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stochastic volatility
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time-varying parameters
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