A New Time-Varying Parameter Autoregressive Model for U.S. Inflation Expectations

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Journal	Journal of Money, Credit & Banking
Volume	49
Issue number	5
Pages (from-to)	969 - 995
Number of pages	27
ISSN	0022-2879
DOIs	https://doi.org/10.1111/jmcb.12402
Publication status	Published - 2017
MoE publication type	A1 Journal article-refereed

Fields of Science

@article{d8c2d4aadfc44daf834206a6bda413ce,

title = "A New Time-Varying Parameter Autoregressive Model for U.S. Inflation Expectations",

keywords = "511 Economics",

author = "Markku Lanne and Luoto, {Jani Pentti}",

year = "2017",

doi = "10.1111/jmcb.12402",

language = "English",

volume = "49",

pages = "969 -- 995",

journal = "Journal of Money, Credit & Banking",

issn = "0022-2879",

publisher = "Wiley",

number = "5",

}

TY - JOUR

T1 - A New Time-Varying Parameter Autoregressive Model for U.S. Inflation Expectations

AU - Lanne, Markku

AU - Luoto, Jani Pentti

PY - 2017

Y1 - 2017

KW - 511 Economics

U2 - 10.1111/jmcb.12402

DO - 10.1111/jmcb.12402

M3 - Article

VL - 49

SP - 969

EP - 995

JO - Journal of Money, Credit & Banking

JF - Journal of Money, Credit & Banking

SN - 0022-2879

IS - 5

ER -