A new model of trend inflation
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- Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
Constrained inflation; non-linear state space model; underlying inflation; inflation targeting; inflation forecasting; Bayesian;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2012-06-25 (Forecasting)
- NEP-MAC-2012-06-25 (Macroeconomics)
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