Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Year of publication: |
November 2016
|
---|---|
Authors: | Cross, Jamie ; Poon, Aubrey |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 34-51
|
Subject: | Bayesian econometrics | Inflation forecasts | State space models | Stochastic volatility | Student's-t errors | Time varying parameters | Prognoseverfahren | Forecasting model | Australien | Australia | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Inflation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
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