Alternative regime switching models for forecasting inflation Article

Bidarkota, PV. (2001). Alternative regime switching models for forecasting inflation . 20(1), 21-35. 10.1002/1099-131X(200101)20:1<21::AID-FOR763>3.0.CO;2-0

cited authors

  • Bidarkota, PV

sustainable development goals

authors

publication date

  • January 1, 2001

keywords

  • Business & Economics
  • Economics
  • Management
  • Markov switching models
  • NONSTATIONARY TIME-SERIES
  • Social Sciences
  • Sorenson-Alspach recursive filter
  • US inflation forecasting
  • autoregressive conditional heteroscedasticity
  • state space models
  • symmetric stable distributions

publisher

  • JOHN WILEY & SONS LTD

start page

  • 21

end page

  • 35

volume

  • 20

issue

  • 1