Finding good predictors for inflation: A bayesian model averaging approach

Journal of Forecasting

Volumn 23, Issue 7, 2004, Pages 479-496

  Jacobson, Tor ^a   Karlsson, Sune ^b  

^a SVERIGES RIKSBANK   (Sweden)

^b STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Forecast; Markov chain monte carlo; Variable selection

Indexed keywords

INDUSTRIAL ECONOMICS; MARKOV PROCESSES; MONTE CARLO METHODS; PARAMETER ESTIMATION; PUBLIC POLICY; SELECTION; STANDARDIZATION;

BAYESIAN MODELS; INFLATION; MONETARY POLICY; VARIABLE SELECTION;

FORECASTING;

EID: 9744265710     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.924     Document Type: Article

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