Inversion copulas from nonlinear state space models with an application to inflation forecasting
Michael Stanley Smith, Worapree Maneesoonthorn
International Journal of Forecasting | ELSEVIER SCIENCE BV | Published : 2018
Awarded by Australian Research Council
The work of Michael Smith was supported by Australian Research Council Grant FT110100729. We thank the Editor, the Associate Editor and two anonymous referees for positive and constructive comments that helped to improve the paper.