Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach
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References listed on IDEAS
- Kenneth F. Wallis, 2008. "Forecast Uncertainty, Its Representation And Evaluation," World Scientific Book Chapters, in: Roberto S Mariano & Yiu-Kuen Tse (ed.), Econometric Forecasting And High-Frequency Data Analysis, chapter 1, pages 1-51, World Scientific Publishing Co. Pte. Ltd..
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- Michael P. Clements, 2014. "Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 206-216, April.
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More about this item
Keywordsforecast interval; Bayesian interval; inflation; unemployment;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2017-07-02 (Forecasting)
- NEP-MAC-2017-07-02 (Macroeconomics)
- NEP-TRA-2017-07-02 (Transition Economics)
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