2 papers
q-fin.ST2026
Latent Variable Phillips Curve
Daniil Bargman, Francesca Medda, Akash Sedai Sharma
This paper re-examines the empirical Phillips curve (PC) model and its usefulness in the context of medium-term inflation forecasting. A latent variable Phillips curve hypothesis i…
econ.EM2026
Latent Variable Modelling by Supervised Diffusion
Daniil Bargman
This paper proposes a new methodological framework for estimating inferential models with latent variables. It also introduces a new latent variable regression model called LARX: a…