Measuring Interdependence of Inflation Uncertainty
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DOI: 10.1007/s10614-024-10635-z
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More about this item
Keywords
Inflation uncertainty; Interdependence; GARCH; Copulas; At-risk; Conditional forecasting; Identification through heteroskedasticity;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
Statistics
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