The dynamics of UK and US inflation expectations

Computational Statistics and Data Analysis

Volumn 56, Issue 11, 2012, Pages 3120-3133

  Gefang, Deborah ^a   Koop, Gary ^b   Potter, Simon M ^c  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^c FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

Bayesian; Inflation pass through; Smoothly mixing regressions model

Indexed keywords

BAYESIAN; ECONOMETRIC METHODOLOGIES; EMPIRICAL FINDINGS; EXPLANATORY VARIABLES; INFLATION PASS THROUGH; SHORT TERM; THEORETICAL MODELS;

COMPUTATIONAL METHODS; DATA HANDLING;

ECONOMIC ANALYSIS;

EID: 84862019141     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2011.07.008     Document Type: Article

References (13)

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