Regime-Switching Models for Estimating Inflation Uncertainty
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DOI: 10.17016/FEDS.2015.093
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Cited by:
- Mustafa Akay & Berat Bayram & Abdullah Kazdal & Muhammed Hasan Yilmaz, 2020. "Investigating Regime-Dependent Dynamics in Country Risk Premium: Evidence from Turkey and Emerging Markets," CBT Research Notes in Economics 2008, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Nicolas Pesci & Jean-Philippe Aguilar & Victor James & Fabien Rouillé, 2022. "Inflation Forecasts and European Asset Returns: A Regime-Switching Approach," JRFM, MDPI, vol. 15(10), pages 1-20, October.
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More about this item
Keywords
Inflation; Markov-Switching; Uncertainty;All these keywords.
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-03-06 (Central Banking)
- NEP-FOR-2016-03-06 (Forecasting)
- NEP-MAC-2016-03-06 (Macroeconomics)
- NEP-MON-2016-03-06 (Monetary Economics)
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