Working Paper- Modelling the Density of Egyptian Quarterly CPI Inflation

Source: Economic Research Forum Author(s): Doaa Akl Ahmed, Mamdouh M. Abdelsalam Original Link: Abstract: This paper aims at modelling the density of quarterly inflation based on time-varying conditional variance, skewness and kurtosis model developed by Leon, Rubio, and Serna (2005). They model...

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