Quantile regression forecasts of inflation under model uncertainty
Year of publication: |
January-March 2017
|
---|---|
Authors: | Korobilis, Dimitris |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 11-20
|
Subject: | Bayesian model averaging | Quantile regression | Inflation forecasts | Fan charts | Inflation | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Prognose | Forecast | Modellierung | Scientific modelling | Schätzung | Estimation | Inflationsrate | Inflation rate |
-
Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris, (2015)
-
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide, (2016)
-
Quantifying macroeconomic uncertainty in Norway
Bowe, Frida, (2023)
- More ...
-
The effect of news shocks and monetary policy
Gambetti, Luca, (2019)
-
Measuring dynamic connectedness with large Bayesian VAR models
Korobilis, Dimitris, (2018)
-
Exchange rate predictability and dynamic Bayesian learning
Schüssler, Rainer, (2018)
- More ...