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A state space model for inflation

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A state space model for inflation

Tippa, Anthony (2000) A state space model for inflation. Masters thesis, Concordia University.

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Abstract

Evidence has shown that the constant parameter assumption in Wilkie's Inflation model may be too restrictive. In this work we investigate the model proposed by Arsad (1999), where the mean level of inflation is assume to follow an AR(1) process. We compare the result obtained when prior knowledge of the initial parameter state is assumed known thus Bayesian analysis is applied and that obtained using classical approach.

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (Masters)
Authors:Tippa, Anthony
Pagination:viii, 64 leaves ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.)
Program:Mathematics and Statistics
Date:2000
Thesis Supervisor(s):Garrido, Jose
ID Code:1086
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 13:16
Last Modified:08 Dec 2010 10:18
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