Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics

DOI10.1515/SNDE-2016-0085OpenAlexW3022430957MaRDI QIDQ2691738

N. Kundan Kishor, Omid M. Ardakani

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0085

zbMATH Keywords

inflation targetingpredictabilitytime-varying autoregressive modelinflation gapinstitutional characteristics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Dynamic Linear Models with R
• Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified

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