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Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models

The paper aimed at modelling the density of inflation based on time-varying conditional variance, skewness and kurtosis model developed by Leon, Rubio, and Serna (2005) who model higher-order moments as GARCH-type processes by applying a Gram-Charlier series expansion of the normal density function....

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Bibliographic Details
Main Author:	Akl Ahmed, Doaa
Format:	Article
Language:	Spanish
Published:	Universidad Autónoma de Nuevo León 2011
Subjects:	inflation targeting conditional volatility skewness and kurtosis modelling uncertainty of inflation.
Online Access:	https://ensayos.uanl.mx/index.php/ensayos/article/view/73

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