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Browsing Department of Mathematics by Journals "Computational Economics"

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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 ...

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