Forecasting using predictive likelihood model averaging

Economics Letters

Volumn 91, Issue 3, 2006, Pages 373-379

  Kapetanios, George ^a,b   Labhard, Vincent ^b   Price, Simon ^b,c  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b BANK OF ENGLAND   (United Kingdom)

^c CITY UNIVERSITY   (United Kingdom)

Author keywords

Akaike criterion; Bayesian model averaging; Forecast combining; Forecasting; Inflation

Indexed keywords

EID: 33646874644     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.12.017     Document Type: Article

References (17)

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