## 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 INFLATION USING DYNAMIC MODEL AVERAGING
β Scribed by Gary Koop; Dimitris Korobilis
- Book ID
- 115240354
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 663 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0020-6598
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Forecasting US inflation by Bayesian mod
β
Jonathan H. Wright
π
Article
π
2009
π
John Wiley and Sons
π
English
β 372 KB
Forecasting in dynamic factor models usi
β
Gary Koop; Simon Potter
π
Article
π
2004
π
John Wiley and Sons
π
English
β 116 KB
Forecasting using predictive likelihood
β
George Kapetanios; Vincent Labhard; Simon Price
π
Article
π
2006
π
Elsevier Science
π
English
β 108 KB
Forecasting euro area inflation using dy
β
Gonzalo Camba-Mendez; George Kapetanios
π
Article
π
2005
π
John Wiley and Sons
π
English
β 142 KB
Standard measures of prices are often contaminated by transitory shocks. This has prompted economists to suggest the use of measures of underlying inflation to formulate monetary policy and assist in forecasting observed inflation. Recent work has concentrated on modelling large data sets using fact
Multivariate probabilistic forecasting u
β
Annette MΓΆller; Alex Lenkoski; Thordis L. Thorarinsdottir
π
Article
π
2012
π
John Wiley and Sons
π
English
β 433 KB
Inflation forecasting using a neural net
β
Emi Nakamura
π
Article
π
2005
π
Elsevier Science
π
English
β 77 KB