Pages that link to "Item:Q2687864"
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The following pages link to The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864):
Displaying 6 items.
- Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
- Noncausality and inflation persistence (Q2687883) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- A note on change in persistence of U.S. city prices (Q6039106) (← links)
- Nonparametric modeling for the time-varying persistence of inflation (Q6172342) (← links)