Extracting information shocks from the Bank of England inflation density forecasts

DOI10.1002/for.2501zbMath1398.62292OpenAlexW2563942437MaRDI QIDQ4961414

Carlos G. Diaz

Publication date: 29 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2381/41689

zbMATH Keywords

uncertaintyforecast revisionsconvolutionsdensity forecastsinflation forecasting

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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