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SSRNMacro-Finance & Rates

Beware of Large Shocks! A Non-Parametric Structural Inflation Model

The study introduces a Bayesian machine learning model for inflation that reacts strongly to large shocks.

Featured in No. 103 on 25 Jun 2025 · 49 days after release · 4 citations today

Released
7 May 2025
First featured
No. 103 · 25 Jun 2025
Citations (Semantic Scholar)
4
Influential citations
1
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
64
Identifier
SSRN 5244264

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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