Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
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Publication:5863552
DOI10.1080/07474938.2013.806199zbMath1491.62230OpenAlexW2055034271MaRDI QIDQ5863552
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.rcea.org/RePEc/pdf/wp03_10.pdf
Bayesian nonparametricsinflation dynamicsstructural breakshierarchical Dirichlet processsticky infinite hidden Markov model
Applications of statistics to economics (62P20) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Economic growth models (91B62) Nonparametric inference (62G99)
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