Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992)
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scientific article; zbMATH DE number 7619220
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling tail risks of inflation using unobserved component quantile regressions |
scientific article; zbMATH DE number 7619220 |
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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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0.87924826
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0.85343677
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0.8439487
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0.8398786
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0.83968055
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0.8364291
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0.8356414
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