Over-Fitting in The TVP Model : A Comparison of Shrinkage Priors in Inflation Forecasting
Year of publication: |
[2021]
|
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Authors: | Bashir, Nafiu Abdussalam ; Usman, Nuruddeen |
Publisher: |
[S.l.] : SSRN |
Subject: | Inflation | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Prognose | Forecast | Theorie | Theory | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3857819 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
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