Work

Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach

Year: 2025

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbaf016

Authors: Hui-Jhong Choi, Kyu Ho Kang

Institutions: Korea University, University of Rochester

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4412926579

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Cites: 25

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Related to: 10