Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
Year of publication: |
2012-05-18
|
---|---|
Authors: | Barnett, Alina ; Mumtaz, Haroon ; Theodoridis, Konstantinos |
Institutions: | Bank of England |
Subject: | Time-varying parameters | stochastic volatility | VAR | FAVAR | forecasting | Bayesian estimation |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Bank of England working papers Number 450 56 pages |
Classification: | C32 - Time-Series Models ; E37 - Forecasting and Simulation ; E47 - Forecasting and Simulation |
Source: |
-
VAR forecasting using Bayesian variable selection
Korobilis, Dimitris, (2009)
-
Macroeconomic Forecasting and Structural Change
Giannone, Domenico, (2009)
-
Macroeconomic Forecasting and Structural Change
D'Agostino, Antonello, (2009)
- More ...
-
Barnett, Alina, (2010)
-
Assessing the economy-wide effects of quantitative easing
Kapetanios, George, (2012)
-
The international transmission of volatility shocks: an empirical analysis
Mumtaz, Haroon, (2012)
- More ...