FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
نویسندگان
چکیده
منابع مشابه
Forecasting Ination Using Dynamic Model Averaging
We forecast quarterly US ination based on the generalized Phillips curve using econometric methods which incorporate dynamic model averaging. These methods not only allow for coe¢ cients to change over time, but also allow for the entire forecasting model to change over time. We nd that dynamic model averaging leads to substantial forecasting improvements over simple benchmark regressions and...
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ژورنال
عنوان ژورنال: International Economic Review
سال: 2012
ISSN: 0020-6598,1468-2354
DOI: 10.1111/j.1468-2354.2012.00704.x