Construction and forecasting performance of varying coefficient inflation models for the UK and China
Although various theoretical and applied papers have appeared in the field of Varying Coefficient (VC) modelling, little is available in the literature on inflation. The aim of this thesis is to evaluate the performance of the VC model and to fill the gap in applications of the VC approach to inflat...
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Glasgow Caledonian University
1992
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.332072 |