A Bayesian Method of Forecast Averaging: An Application to the Expectations Survey of BCRA
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References listed on IDEAS
- Sune Karlsson & Tor Jacobson, 2004.
"Finding good predictors for inflation: a Bayesian model averaging approach,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
- Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
More about this item
KeywordsArgentina; Bayesian averaging; expectations surveys; forecasts;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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