Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Year of publication: |
2012
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Authors: | Barnett, Alina ; Mumtaz, Haroon ; Theodoridis, Konstantinos |
Publisher: |
London : Bank of England |
Subject: | Time-varying parameters | Regime switching | Vector autoregressions | Forecast comparison | Inflation | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Zins | Interest rate | Großbritannien | United Kingdom | Schätzung | Estimation | Strukturbruch | Structural break | Theorie | Theory | Vergleich | Comparison |
Extent: | Online-Ressource (637 KB) graph. Darst. |
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Series: | Working papers / Bank of England. - London : [Verlag nicht ermittelbar], ISSN 1368-5562, ZDB-ID 2196320-4. - Vol. 450 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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