Forecasting macroeconomic time series with locally adaptive signal extraction

International Journal of Forecasting

Volumn 26, Issue 2, 2010, Pages 312-325

  Giordani, Paolo ^a   Villani, Mattias ^a,b  

^a SVERIGES RIKSBANK   (Sweden)

^b STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Bayesian inference; Dynamic mixture models; Forecast evaluation; Regime switching; State space modeling

Indexed keywords

EID: 77949269472     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2009.12.011     Document Type: Article

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