Estimation and decomposition of food price inflation risk
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Publication:2152190
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Cites work
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- A Test for Normality of Observations and Regression Residuals
- Analysis of integrated and co-integrated time series with R
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Efficient Tests for an Autoregressive Unit Root
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- Generalized autoregressive conditional heteroscedasticity
- Inflation and output growth uncertainty and their relationship with inflation and output growth.
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Multivariate GARCH models for large-scale applications: a survey
- On a measure of lack of fit in time series models
- Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators
- Volatility forecast comparison using imperfect volatility proxies
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