Inflation Volatility Model
A new semiparametric volatility model is introduced for estimating inflation volatility, outperforming standard models and offering a new measure to explain the fluctuating asymmetric inflation level-volatility relationship.
Featured in No. 80 on 1 Jan 2025 · 3 days after release
- Released
- 29 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5075049
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