Quantile regression forecasts of inflation under model uncertainty
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DOI: 10.1016/j.ijforecast.2016.07.005
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Citations
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Cited by:
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
- Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020.
"The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach,"
Applied Economics, Taylor & Francis Journals, vol. 52(5), pages 528-536, January.
- Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers 201936, University of Pretoria, Department of Economics.
- Niango Ange Joseph Yapi, 2020. "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers 2020-16, University of Paris Nanterre, EconomiX.
- Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
- S. Béreau & V. Faubert & K. Schmidt, 2018. "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers 663, Banque de France.
- Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019.
"Attention to the tail(s): global financial conditions and exchange rate risks,"
Bank of England working papers
822, Bank of England.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
- David Kohns & Tibor Szendrei, 2020. "Horseshoe Prior Bayesian Quantile Regression," Papers 2006.07655, arXiv.org.
- Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019. "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers 201912, University of Pretoria, Department of Economics.
More about this item
Keywords
Bayesian model averaging; Quantile regression; Inflation forecasts; Fan charts;Statistics
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