Michael Metcalfe

State Street Global Markets

One Lincoln Street

Boston, MA 02111-2900

United States

  • State Street Global Markets

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The Determinants of Inflation

Kinlaw, W., M. Kritzman, M. Metcalfe and D. Turkington. 2023. "The Determinants of Inflation." The Journal of Investment Management, 21 (3).
Posted: 16 Jun 2022 Last Revised: 09 Sep 2023
William B. Kinlaw, Mark Kritzman, Michael Metcalfe and David Turkington
State Street Global Markets, Windham Capital Management, State Street Global Markets and State Street Associates

Abstract:

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Baum-Welch Algorithm, Euclidean Distance, Hidden Markov Model, Mahalanobis Distance, Markov process, Regime Characteristic, z-score