Tippa, Anthony (2000) A state space model for inflation. Masters thesis, Concordia University.
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)|
|Pagination:||viii, 64 leaves ; 29 cm.|
|Degree Name:||Theses (M.Sc.)|
|Program:||Mathematics and Statistics|
|Thesis Supervisor(s):||Garrido, Jose|
|Deposited By:||Concordia University Libraries|
|Deposited On:||27 Aug 2009 17:16|
|Last Modified:||08 Dec 2010 15:18|
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