Investigating stochastic volatility and jumps in inflation dynamics: an empirical evidence with oil price effect
Article in The European Physical Journal Plus (December 2023)
The most recent citing publications are shown below. View all 17 publications that cite this research output on Dimensions.
State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
Book chapter (September 2022)
Response of Runoff to Meteorological Factors Based on Time-Varying Parameter Vector Autoregressive Model with Stochastic Volatility in Arid and Semi-Arid Area of Weihe River Basin
Article in Sustainability (June 2022)