Time-Varying Parameters of Inflation Model in Nepal: State Space Modeling
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References listed on IDEAS
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More about this item
KeywordsInflation; State Space Model; Random Walk Model; Kalman Filter;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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