## 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 time-varying Bayesian model averaging
β Scribed by van der Maas, Jordi
- Book ID
- 127392644
- Publisher
- John Wiley and Sons
- Year
- 2014
- Tongue
- English
- Weight
- 998 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0039-0402
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 INFLATION USING DYNAMIC MODE
β
Gary Koop; Dimitris Korobilis
π
Article
π
2012
π
John Wiley and Sons
π
English
β 663 KB
Forecast accuracy and economic gains fro
β
Lennart Hoogerheide; Richard Kleijn; Francesco Ravazzolo; Herman K. Van Dijk; Ma
π
Article
π
2010
π
John Wiley and Sons
π
English
β 440 KB
π 1 views
## Abstract Several Bayesian model combination schemes, including some novel approaches that simultaneously allow for parameter uncertainty, model uncertainty and robust timeβvarying model weights, are compared in terms of forecast accuracy and economic gains using financial and macroeconomic time
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
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
Using Bayesian Model Averaging to Calibr
β
Raftery, Adrian E.; Gneiting, Tilmann; Balabdaoui, Fadoua; Polakowski, Michael
π
Article
π
2005
π
American Meteorological Society
π
English
β 717 KB