Pooling forecasts in linear rational expectations models

DOI10.1016/j.jedc.2009.04.006zbMath1178.91164OpenAlexW2250198413MaRDI QIDQ1032683

Gregor W. Smith

Publication date: 26 October 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/273605

zbMATH Keywords

New Keynesian Phillips curveforecast poolingrecursive projection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

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