The dynamics of UK and US inflation expectations

DOI10.1016/j.csda.2011.07.008zbMath1254.91659OpenAlexW2046257934MaRDI QIDQ1927097

Gary Koop, Deborah Gefang, Simon M. Potter

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.07.008

zbMATH Keywords

Bayesianinflation pass throughsmoothly mixing regressions model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Forecasting with a noncausal VAR model

Cites Work

• Smoothly mixing regressions
• Bayesian Density Estimation and Inference Using Mixtures

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