A Bayesian Method of Forecast Averaging for Models Known Only by Their Historic Outputs: An Application to the BCRA´s REM
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More about this item
KeywordsArgentina; Bayesian averaging; expectations surveys; forecasting;
- 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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