Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Year of publication: |
2012
|
---|---|
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 |
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