
Modeling Inflation Jumps and Regimes in Ghana
Advanced Time Series Analysis | Macroeconomic Research
Methodology: Hidden Markov Models, Hawkes Processes, Change-point Detection
Examined regime shifts, structural jumps, and shock persistence in Ghana's inflation dynamics using sophisticated econometric techniques.
- Identified three distinct inflation regimes with precise timing
- Quantified endogenous vs. exogenous jump drivers (63.8% endogenous)














