A New Model of Trend Inflation

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dc.contributor.authorChan, Chi Chun (Joshua)
dc.contributor.authorKoop, Gary
dc.contributor.authorPotter, Simon
dc.date.accessioned2015-12-08T22:34:04Z
dc.date.issued2013
dc.date.updated2016-02-24T11:12:40Z
dc.description.abstractThis 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
dc.identifier.issn0735-0015
dc.identifier.urihttp://hdl.handle.net/1885/34915
dc.publisherAmerican Statistical Association
dc.sourceJournal of Business and Economic Statistics
dc.subjectKeywords: Bayesian; Constrained inflation; Inflation forecasting; Inflation targeting; Nonlinear state space model; Underlying inflation
dc.titleA New Model of Trend Inflation
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage106
local.bibliographicCitation.startpage94
local.contributor.affiliationChan, Chi Chun (Joshua), College of Business and Economics, ANU
local.contributor.affiliationKoop, Gary, University of Strathclyde
local.contributor.affiliationPotter, Simon, Federal Reserve Bank of New York
local.contributor.authoremailu4935553@anu.edu.au
local.contributor.authoruidChan, Chi Chun (Joshua), u4935553
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140303 - Economic Models and Forecasting
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.absseo910108 - Monetary Policy
local.identifier.ariespublicationu4602557xPUB118
local.identifier.citationvolume31
local.identifier.doi10.1080/07350015.2012.741549
local.identifier.scopusID2-s2.0-84876079006
local.identifier.thomsonID000314561400008
local.identifier.uidSubmittedByu4602557
local.type.statusPublished Version

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