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  1. The ERPD matrix "scorecard": quantifying the macro-financial performance of the ASEAN+3 economies
    Published: April 2020
    Publisher:  ASEAN+3 Macroeconomic Research Office, [Singapore]

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    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / ASEAN+3 Macroeconomic Research Office ; WP/20, 01
    Subjects: Area; benchmark; CMIM; Criterion; Element; ERPD Matrix; Indicator; macro-financial; normal distribution; Scorecard; surveillance; z-score
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  2. The Determinants of Inflation
    Published: 2022
    Publisher:  SSRN, [S.l.]

    The authors apply a Hidden Markov Model to identify regimes of shifting inflation and then employ an attribution technique based on the Mahalanobis distance to identify the economic variables that determine the trajectory of inflation. Their analysis... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    The authors apply a Hidden Markov Model to identify regimes of shifting inflation and then employ an attribution technique based on the Mahalanobis distance to identify the economic variables that determine the trajectory of inflation. Their analysis enables policymakers to focus on the most effective tools to manage inflation, and it offers guidance to investors whose strategies might benefit from knowledge of the prevailing determinants of inflation. Their analysis reveals that as of February 2022, the most important determinant of the recent spike in inflation was spending by the federal government

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: MIT Sloan Research Paper ; No. 6730, 2022
    Subjects: Baum-Welch Algorithm; Euclidean Distance; Hidden Markov Model; Mahalanobis Distance; Markov process; Regime Characteristic; z-score
    Scope: 1 Online-Ressource (23 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2022 erstellt