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The Relationship between Inflation and Inflation Uncertainty in the Short- and Long-run: State Space Models with Markov Regime Switching Heteroskedasticity

The Relationship between Inflation and Inflation Uncertainty in the Short- and Long-run: State Space Models with Markov Regime Switching Heteroskedasticity

by Reza Najarzadeh, Bahram Sahabi, Sirous Solaymani
Published in Faṣlnāmah-ʼi pizhūhishʹhā-yi iqtiṣādī-i Īrān (01.03.2013)

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Journal Article