The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling

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dc.contributor.authorChan, Chi Chun (Joshua)
dc.date.accessioned2015-12-08T22:43:09Z
dc.date.available2015-12-08T22:43:09Z
dc.date.issued2015
dc.date.updated2015-12-08T10:38:32Z
dc.identifier.issn0735-0015
dc.identifier.urihttp://hdl.handle.net/1885/37150
dc.publisherAmerican Statistical Association
dc.sourceJournal of Business and Economic Statistics
dc.titleThe Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
dc.typeJournal article
local.contributor.affiliationChan, Chi Chun (Joshua), College of Business and Economics, ANU
local.contributor.authoremailu4935553@anu.edu.au
local.contributor.authoruidChan, Chi Chun (Joshua), u4935553
local.description.notesImported from ARIES
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.absseo910199 - Macroeconomics not elsewhere classified
local.identifier.ariespublicationu4628727xPUB145
local.identifier.doi10.1080/07350015.2015.1052459
local.identifier.uidSubmittedByu4628727
local.type.statusPublished Version

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