Real-time prediction with U.K. monetary aggregates in the presence of model uncertainty

Journal of Business and Economic Statistics

Volumn 27, Issue 4, 2009, Pages 480-491

  Garratt, Anthony ^a   Koop, Gary ^b   Mise, Emi ^c   Vahey, Shaun P ^d  

^a UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^c UNIVERSITY OF LEICESTER   (United Kingdom)

^d UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Bayesian model averaging; Model uncertainty; Money; Real time data; Vector error correction models

Indexed keywords

EID: 70349895580     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.07208     Document Type: Article

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