Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty
- 1 July 1993
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 11 (3) , 341
- https://doi.org/10.2307/1391959
Abstract
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