Forecasting inflation using time-varying Bayesian model averaging

DOI10.1111/STAN.12027zbMATH Open1541.62388MaRDI QIDQ6552783

Jordi van der Maas

Publication date: 10 June 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

BMABayesian model averagingBayesianforecasting inflationtime varying BMA

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Cites Work

• Title not available (Why is that?)
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• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Efficient Bayesian Inference for Dynamic Mixture Models
• Estimation and Forecasting in Models with Multiple Breaks
• Benchmark priors for Bayesian model averaging.

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