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Testing for Conditional Heteroscedasticity in the Components of Inflation · Study

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PreprintTesting for Conditional Heteroscedasticity in the Components of Inflation

Carmen Broto2008

OA

Preprintgreen2008

Testing for Conditional Heteroscedasticity in the Components of Inflation

Carmen Broto · Esther Ruiz

33 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Advanced Statistical Methods and Models

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 33 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1990Forecasting, Structural Time Series Models and the Kalman Filter 1993A long memory property of stock market returns and a new model 1977Nobel Lecture: Inflation and Unemployment 2007Why Has U.S. Inflation Become Harder to Forecast?1992Central Bank Strategy, Credibility, and Independence: Theory and Evidence 1999State-Space Models with Regime Switching

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.2139/ssrn.1148110

openalex_workW2050348346

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