Estimation and decomposition of food price inflation risk
From MaRDI portal
Publication:2152190
DOI10.1007/S10260-021-00574-6OpenAlexW3170304033MaRDI QIDQ2152190FDOQ2152190
Authors: Hong Anh Luu, Leopoldo Catania
Publication date: 7 July 2022
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-021-00574-6
Recommendations
- Determining Harmonic Fluctuations in Food Inflation
- scientific article; zbMATH DE number 1865410
- Inflation risk premia and risk-adjusted expectations of inflation
- Forecasting inflation using commodity price aggregates
- Modeling tail risks of inflation using unobserved component quantile regressions
- Quantifying the Cost of Risk in Consumption
- Decomposing changes in income risk using consumption data
- Bilinear forecast risk assessment for non-systematic inflation: theory and evidence
- The price adjustment hazard function: evidence from high inflation periods
Cites Work
- Estimating the dimension of a model
- Generalized autoregressive conditional heteroscedasticity
- A Test for Normality of Observations and Regression Residuals
- Title not available (Why is that?)
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Title not available (Why is that?)
- On a measure of lack of fit in time series models
- Fitting autoregressive models for prediction
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Volatility forecast comparison using imperfect volatility proxies
- Efficient Tests for an Autoregressive Unit Root
- Analysis of integrated and co-integrated time series with R
- Uncertainty and Sensitivity Analysis Techniques as Tools for the Quality Assessment of Composite Indicators
- Inflation and output growth uncertainty and their relationship with inflation and output growth.
- Multivariate GARCH models for large-scale applications: A survey
Cited In (1)
Uses Software
This page was built for publication: Estimation and decomposition of food price inflation risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2152190)