Optimal univariate inflation forecasting with symmetric stable shocks

Journal of Applied Econometrics

Volumn 13, Issue 6, 1998, Pages 659-670

  Bidarkota, Prasad V ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22444452028     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199811/12)13:6<659::AID-JAE481>3.0.CO;2-Q     Document Type: Article

References (16)

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10. Brunner, A. D. and G. D. Hess (1993), 'Are higher levels of inflation less predictable? A state-dependent conditional heteroskedasticity approach', Journal of Business and Economic Statistics, 11, No. 2, 187-197.
11. Burmeister, E., K. D. Wall, and J. D. Hamilton (1986), 'Estimation of unobserved monthly inflation using Kalman filtering', Journal of Business and Economic Statistics, 4, No. 2, 147-160.
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16. (Translation of Odnomernye Ustoichivye Raspredeleniia, Nauka, Moscow, 1983.)