BACE and BMA variable selection and forecasting for UK money demand and inflation with Gretl
Year of publication: |
2020
|
---|---|
Authors: | Błażejowski, Marcin ; Kwiatkowski, Jacek ; Kufel, Paweł |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 8.2020, 2/21, p. 1-29
|
Subject: | Bayesian pooling | model averaging | model uncertainty | MPI | Inflation | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Geldnachfrage | Money demand |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics8020021 [DOI] hdl:10419/247569 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Weighted-average least squares prediction
Magnus, Jan R., (2016)
-
Forecast Bitcoin volatility with least squares model averaging
Xie, Tian, (2019)
-
Diebold, Francis X., (2021)
- More ...
-
Błażejowski, Marcin, (2020)
-
BACE and BMA variable selection and forecasting for UK money demand and inflation with Gretl
Błażejowski, Marcin, (2020)
-
Osińska, Magdalena, (2020)
- More ...