A money-based indicator for deflation risk
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- Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014. "A money-based indicator for deflation risk," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100595, Verein für Socialpolitik / German Economic Association.
References listed on IDEAS
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More about this item
KeywordsMoney growth; deflation; inflation regimes; Markov Switching models; Bayesian inference;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-18 (All new papers)
- NEP-EEC-2014-04-18 (European Economics)
- NEP-MAC-2014-04-18 (Macroeconomics)
- NEP-MON-2014-04-18 (Monetary Economics)
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