Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Jianmin Shi
| Year of publication: |
April 2016
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|---|---|
| Authors: | Shi, Jianmin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 3, p. 250-262
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| Subject: | model uncertainty | Bayesian model averaging | regime switching | inflation forecasting | macroeconomic forecasting | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Inflation | Markov-Kette | Markov chain | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Modellierung | Scientific modelling | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2375 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580285