Forecasting inflation time series using score-driven dynamic models and combination methods : the case of Brazil
Year of publication: |
2023
|
---|---|
Authors: | Castro, Carlos Henrique Dias Cordeiro de ; Aiube, Fernando Antônio Lucena |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 2, p. 369-401
|
Subject: | forecast combination | GAS model | inflation forecasting | score driven | Inflation | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Brasilien | Brazil | Prognose | Forecast | Wirtschaftsprognose | Economic forecast |
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