Real-time prediction with UK monetary aggregates in the presence of model uncertainty
Anthony Garratt; Gary Koop; Emi Mise; Shaun P. Vahey
| Year of publication: |
2009
|
|---|---|
| Authors: | Garratt, Anthony ; Koop, Gary ; Mise, Emi ; Vahey, Shaun P. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 4, p. 480-491
|
| Subject: | Bruttoinlandsprodukt | Gross domestic product | Inflation | Prognoseverfahren | Forecasting model | Geldmengensteuerung | Monetary targeting | VAR-Modell | VAR model | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Großbritannien | United Kingdom | 1978-1990 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003913414