The role of climate change on inflation forecasting using time varying parameters model
Cannone, Elena (A.A. 2021/2022) The role of climate change on inflation forecasting using time varying parameters model. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 76. [Master's Degree Thesis]
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Abstract/Index
Inflation and climate change. Empirical evidence. Inflation forecast. Phillips curve inflation forecast. Bayesian approach to time-varying parameters models (DMA). The model. Results. Data and transformations. Results from DMA. Further extension: inflation risk forecast. Inflation risk forecast with bayesian model averaging quantile regression models (BMA-QR). Treating time variation in the parameters. Bayesian time-varying parameter quantile regression.
References
Bibliografia: pp. 53-56.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 09:34 |
| Last Modified: | 26 Jan 2023 09:34 |
| URI: | https://tesi.luiss.it/id/eprint/34745 |
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