Combining competing forecasts of inflation using a bivariate arch model
| Year of publication: |
1984
|
|---|---|
| Authors: | Engle, Robert F. ; Granger, C. W. J. ; Kraft, Dennis |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 8.1984, 2, p. 151-165
|
| Publisher: |
Elsevier |