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A New Model of Trend Inflation

Chan, Chi Chun (Joshua); Koop, Gary; Potter, Simon


This article introduces a new model of trend inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an in

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
Source: Journal of Business and Economic Statistics
DOI: 10.1080/07350015.2012.741549


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