Pages that link to "Item:Q1927587"
From MaRDI portal
The following pages link to A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset (Q1927587):
Displaying 15 items.
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Core inflation in the Euro area: evidence from the structural VAR approach (Q819394) (← links)
- Dynamic factor models (Q862777) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Do core inflation measures help forecast inflation? (Q1129146) (← links)
- An alternative measure of core inflation. (Q1605446) (← links)
- A new summary measure of inflation expectations (Q1668641) (← links)
- Machine learning core inflation (Q1787684) (← links)
- The relationship between headline, core, and energy inflation: a wavelet investigation (Q2069996) (← links)
- Core import price inflation in the United States (Q2416034) (← links)
- Period fluctuation analysis and comprehensive measurement of the inflation level based on multivariate statistical analysis (Q2858654) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Forecasting linear dynamical systems using subspace methods (Q5495692) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
