Blar i Department of Mathematics på tidsskrift "Computational Economics"
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Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model
(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 ... -
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression
(Journal article; Peer reviewed, 2022)This paper investigates the asymmetric behavior of oil price volatility using different types of Asymmetric Power ARCH (APARCH) model. We compare the estimation and forecasting performance of the models estimated from the ...