Modeling U.S. inflation dynamics: a Bayesian nonparametric approach
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Publication:5863552
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Cited in
(10)- Modeling tail risks of inflation using unobserved component quantile regressions
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
- The changing dynamics of US inflation persistence: a quantile regression approach
- Has the volatility of U.S. inflation changed and how?
- Bayesian semiparametric modeling of realized covariance matrices
- A self-tuning model for inflation rate dynamics
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models
- Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility
- Non-Markov Gaussian Term Structure Models: The Case of Inflation*
- Nonparametric modeling for the time-varying persistence of inflation
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