A self-tuning model for inflation rate dynamics

Communications in Nonlinear Science and Numerical Simulation

Volumn 15, Issue 9, 2010, Pages 2521-2528

  Mamon, Rogemar ^a   Duan, Zheng ^b  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Consumer price index; EM algorithm; Inflation; Markov switching model

Indexed keywords

CHAINS; DYNAMICS; MARKOV PROCESSES; PARAMETER ESTIMATION; SWITCHING;

CONSUMER PRICE INDEX; EM ALGORITHMS; INFLATION; INFLATION DYNAMICS; INFLATION RATES; MARKOV SWITCHING MODELS; OPTIMAL PARAMETER; PARAMETERS ESTIMATES; REGIME-SWITCHING MODELS; SELFTUNING;

FISHER INFORMATION MATRIX;

EID: 77949487090     PISSN: 10075704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cnsns.2009.09.018     Document Type: Article

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