Noncausality and inflation persistence
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Publication:2687883
DOI10.1515/snde-2013-0108zbMath1506.91128WikidataQ61626442 ScholiaQ61626442MaRDI QIDQ2687883
Publication date: 7 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2013-0108
62P20: Applications of statistics to economics
91B84: Economic time series analysis
91B62: Economic growth models
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Cites Work
- Autoregression-based estimation of the New Keynesian Phillips curve
- Maximum likelihood estimation for noncausal autoregressive processes
- Absorption of shocks in nonlinear autoregressive models
- Impulse response analysis in nonlinear multivariate models
- A floor and ceiling model of US output
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- Noncausality and asset pricing