A state space model for inflation
Evidence has shown that the constant parameter assumption in Wilkie's Inflation model may be too restrictive. In this work we investigate the model proposed by Arsad (1999), where the mean level of inflation is assume to follow an AR(1) process. We compare the result obtained when prior knowled...
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| Format: | Others |
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2000
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| Online Access: | http://spectrum.library.concordia.ca/1086/1/MQ47802.pdf Tippa, Anthony <http://spectrum.library.concordia.ca/view/creators/Tippa=3AAnthony=3A=3A.html> (2000) A state space model for inflation. Masters thesis, Concordia University. |