Forecasting using Bayesian and information-theoretic model averaging: An application to U.K. inflation

Journal of Business and Economic Statistics

Volumn 26, Issue 1, 2008, Pages 33-41

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

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b EUROPEAN CENTRAL BANK   (Germany)

^c BANK OF ENGLAND   (United Kingdom)

^d CITY UNIVERSITY   (United Kingdom)

Author keywords

Akaike criteria; Data rich environment; Forecast combining

Indexed keywords

EID: 38349074990     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500107000000232     Document Type: Article

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