## Abstract Recent empirical work has considered the prediction of inflation by combining the information in a large number of time series. One such method that has been found to give consistently good results consists of simple equalβweighted averaging of the forecasts from a large number of diffe
β¦ LIBER β¦
Forecasting in dynamic factor models using Bayesian model averaging
β Scribed by Gary Koop; Simon Potter
- Book ID
- 110879988
- Publisher
- John Wiley and Sons
- Year
- 2004
- Tongue
- English
- Weight
- 116 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1368-4221
No coin nor oath required. For personal study only.
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