An Application of Quah and Vahey’s SVAR Methodology for Estimating Core Inflation in India: A Note
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DOI: 10.1007/s40953-015-0023-2
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More about this item
Keywords
Core inflation; Structural vector auto regression;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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