Do unobserved components models forecast inflation in Russia?
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References listed on IDEAS
- Jan Bartholdy & Dennis Olson & Paula Peare, 2007.
"Conducting Event Studies on a Small Stock Exchange,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 13(3), pages 227-252.
- Bartholdy, Jan & Olson, Dennis & Peare, Paula, 2006. "Conducting event studies on a small stock exchange," Finance Research Group Working Papers F-2006-03, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Eckbo, B. Espen, 1983. "Horizontal mergers, collusion, and stockholder wealth," Journal of Financial Economics, Elsevier, vol. 11(1-4), pages 241-273, April.
More about this item
KeywordsStochastic volatility; MCMC; Russia; CPI; forecasting.;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-12-06 (All new papers)
- NEP-CBA-2013-12-06 (Central Banking)
- NEP-CIS-2013-12-06 (Confederation of Independent States)
- NEP-FOR-2013-12-06 (Forecasting)
- NEP-MAC-2013-12-06 (Macroeconomics)
- NEP-TRA-2013-12-06 (Transition Economics)
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