Blar i Department of Mathematics på forfatter "Andersson, Fredrik N. G."
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Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model
Andersson, Fredrik N. G.; Li, Yushu (Journal article; Peer reviewed, 2019)Inflation targeting is a common monetary policy regime. Inflation targets are often flexible in the sense that the central bank allows inflation to temporarily deviate from the target to avoid causing unnecessary volatility ...