Quantile regression forecasts of inflation under model uncertainty
نویسندگان
چکیده
منابع مشابه
Quantile forecasts of ination under model uncertainty
Bayesian model averaging (BMA) methods are regularly used to deal with model uncertainty in regression models. This paper shows how to introduce Bayesian model averaging methods in quantile regressions, and allow for di¤erent predictors to a¤ect di¤erent quantiles of the dependent variable. I show that quantile regression BMA methods can help reduce uncertainty regarding outcomes of future ina...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2017
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2016.07.005