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Has the Volatility of U S Inflation Changed and How?

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Figure

Table 1: Posterior, Median, Geweke statistic and Inefficiency factor for UC-SV model
Table 2: Marginal likelihood for UC models of U.S. inflation
Table 3: Posterior, Median, Geweke statistic and Inefficinecy factor for LLM with SV in the core
Table 4: Specification of the prior distributions
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