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Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility - MaRDI portal

Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (Q4991635)

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scientific article; zbMATH DE number 7354549
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Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
scientific article; zbMATH DE number 7354549

    Statements

    Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (English)
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    3 June 2021
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    inflation
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    sticky information
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    professional forecasts
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    unobserved components
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    stochastic volatility
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    time-varying parameters
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    Bayesian
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    particle filter
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