Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
Year of publication: |
2012-04-22
|
---|---|
Authors: | Melo, Luis Fernando ; Maya, Rubén Albeiro Loaiza |
Institutions: | BANCO DE LA REPÚBLICA |
Subject: | Forecast combination | Shrinkage | Expert forecasts | Rolling window estimation | Inflation forecasts |
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