Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models
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Cited by:
- César Carrera & Jairo Flores, 2017. "Modelling and forecasting money demand: divide and conquer," Working Papers 2017-91, Peruvian Economic Association.
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More about this item
Keywords
Inflation forecasting; aggregate forecast; Bayesian VAR;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2015-08-01 (Central Banking)
- NEP-ETS-2015-08-01 (Econometric Time Series)
- NEP-FOR-2015-08-01 (Forecasting)
- NEP-MAC-2015-08-01 (Macroeconomics)
- NEP-MON-2015-08-01 (Monetary Economics)
- NEP-ORE-2015-08-01 (Operations Research)
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