Forecasting US inflation by bayesian model averaging

Journal of Forecasting

Volumn 28, Issue 2, 2009, Pages 131-144

  Wright, Jonathan H ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Forecasting; Inflation; Model averaging; Model uncertainty; Phillips curve; Shrinkage

Indexed keywords

BAYESIAN NETWORKS; STATISTICAL METHODS; UNCERTAINTY ANALYSIS;

BAYESIAN MODEL AVERAGING; DEPENDENT VARIABLES; INFLATION; MODEL AVERAGING; MODELING UNCERTAINTIES; PERFORMANCE; PHILLIPS CURVES; SIMPLE++; TIMES SERIES; WEIGHTED AVERAGING;

FORECASTING;

EID: 61649107938     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1088     Document Type: Article

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