Bayesian combination for inflation forecasts : the effects of a prior based on central banks' estimates
Luis F. Melo, Rubén A. Loaiza, Mauricio Villamizar-Villegas
| Year of publication: |
September 2016
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|---|---|
| Authors: | Melo-Velandia, Luis Fernando ; Loiza-Maya, Ruben ; Villamizar, Mauricio |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 40.2016, 3, p. 387-397
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| Subject: | Bayesian shrinkage | Inflation forecast combination | Internal forecasts | Rolling window estimation | Recursive window estimation | Inflation | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Prognose | Forecast | Schätzung | Estimation | Schätztheorie | Estimation theory | Zentralbank | Central bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2015.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668431