Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters
Year of publication: |
2013
|
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Authors: | Barnett, Alina ; Mumtaz, Haroon ; Theodoridis, Konstantinos |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2013, 1, p. 129-143
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Subject: | Time-varying parameters | Regime switching | Vector autoregressions | Forecast comparison | Inflation | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Großbritannien | United Kingdom | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Wirtschaftswachstum | Economic growth | Theorie | Theory | Strukturwandel | Structural change |
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