Measuring the Core Inflation in Turkey with the SM-AR Model
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More about this item
KeywordsInflation; Shifting mean autoregressive model; Transition function;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- 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-ARA-2015-03-13 (MENA - Middle East & North Africa)
- NEP-CBA-2015-03-13 (Central Banking)
- NEP-CWA-2015-03-13 (Central & Western Asia)
- NEP-MAC-2015-03-13 (Macroeconomics)
- NEP-MON-2015-03-13 (Monetary Economics)
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