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Forecasting using predictive likelihood model averaging

✍ Scribed by George Kapetanios; Vincent Labhard; Simon Price


Book ID
116421312
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
108 KB
Volume
91
Category
Article
ISSN
0165-1765

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## 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 equal‐weighted averaging of the forecasts from a large number of diffe