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

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@techreport{276e6da3a7d64dba9b72a4e3c0043e91,

title = "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction",

author = "M. Li and Koopman, \{Siem Jan\}",

year = "2018",

language = "English",

volume = "18-027/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "027/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

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 -