Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages37
Volume18-027/III
Publication statusPublished - 2018

Publication series

NameTI Discussion Paper Series
PublisherAmsterdam
No.027/III
Volume18

Cite this

Li, M., & Koopman, S. J. (2018). Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction. (TI Discussion Paper Series; Vol. 18, No. 027/III). Amsterdam: Tinbergen Institute.
Li, M. ; Koopman, Siem Jan. / Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction. Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; 027/III).
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Li, M & Koopman, SJ 2018 'Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction' TI Discussion Paper Series, no. 027/III, vol. 18, Tinbergen Institute, Amsterdam.

Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction. / Li, M.; Koopman, Siem Jan.

Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; Vol. 18, No. 027/III).

Research output: Working paperAcademic

TY - UNPB

T1 - Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction

AU - Li, M.

AU - Koopman, Siem Jan

PY - 2018

Y1 - 2018

M3 - Working paper

VL - 18-027/III

T3 - TI Discussion Paper Series

BT - Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction

PB - Tinbergen Institute

CY - Amsterdam

ER -

Li M, Koopman SJ. Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction. Amsterdam: Tinbergen Institute. 2018. (TI Discussion Paper Series; 027/III).