Unobserved-component time-series models with Markov-switching heteroskedasticity
Subtitle: changes in regime and the link between inflation rates and inflation uncertainty
By: Chang-Jin Kim.
Series: Working paper -- no. 92-1; Working paper series (York University (Toronto, Ont.). Dept. of Economics) : -- no. 92-1
Publisher: York University
Published: 1992
Place of publication: Toronto
Language: eng
Number of pages: 18
Subjects: Inflation (Finance) -- Mathematical models; Time series analysis; Markov processes
Notes: Alternate pages blank.

Includes bibliographical references.