Max‐Sebastian Dovì
Biographic Data
| ID | 9678820 |
|---|---|
| NAME | Max‐Sebastian Dovì |
| GIVEN NAMES | Max‐Sebastian |
| FAMILY NAME | Dovì |
| SIGNATURE | DOVÌ M S |
| AFFILIATIONS | International Monetary Fund Washington, DC USA |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Multivariate Trend Inflation in the United States and the Euro Area
I provide a precision‐sampler‐based replication of the multivariate unobserved component stochastic volatility outlier‐adjusted model of Stock and Watson (2016) applied to inflation in the United States and the Euro Area (EA). I find a substantial post‐2020 increase in trend inflation for both the United States and the EA, and estimate end‐2024 trend inflation at 2.3 and 2.0 percent, respectively
No prominent works on this page.
Multivariate Trend Inflation in the United States and the Euro Area
I provide a precision‐sampler‐based replication of the multivariate unobserved component stochastic volatility outlier‐adjusted model of Stock and Watson (2016) applied to inflation in the United States and the Euro Area (EA). I find a substantial post‐2020 increase in trend inflation for both the United States and the EA, and estimate end‐2024 trend inflation at 2.3 and 2.0 percent, respectively
Cointegration (1 work) · Financial Risk and Volatility Modeling (1 work) · Italy: Economic History and Contemporary Issues (1 work) · Monetary Policy and Economic Impact (1 work) · Multivariate statistics (1 work) · Stochastic volatility (1 work) · Watson (1 work)