Andres Gonzalez

Independent

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Scholarly Papers (1)

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Forecasting Inflation with Gradual Regime Shifts and Exogenous Information

ECB Working Paper No. 1363
Number of pages: 47 Posted: 29 Jul 2011
Kirstin Hubrich, Timo Terasvirta and Andres Gonzalez
Board of Governors of the Federal Reserve System, Aarhus University - CREATES and Independent
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Abstract:

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Nonlinear forecast, nonlinear model, nonlinear trend, penalised likelihood, structural shift, time-varying parameter