The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling

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Publication:6616594

DOI10.1080/07350015.2015.1052459zbMATH Open1546.62955MaRDI QIDQ6616594

Joshua C. C. Chan

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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