Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
DOI10.1016/j.csda.2015.02.017zbMath1466.62112OpenAlexW1984788235MaRDI QIDQ1659126
George Kapetanios, Massimiliano Marcellino, Fotis Papailias
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.02.017
partial least squaresinflationforecastingprincipal componentsGDPinformation criteriaheuristic optimisationBayesian shrinkage regressionunbalanced datasets
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25)
Uses Software
Cites Work
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