Bayesian model averaging: an application to forecast inflation in Colombia
Borradores de Economía; No. 604
Date published
2010-05-18Date of last update
2010-05-18Document language
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Abstract
An application of Bayesian Model Averaging, BMA, is implemented to construct combined forecasts for the colombian inflation for the short and medium run. A model selection algorithm is applied over a set of linear models with a large dataset of potencial
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URI
http://repositorio.banrep.gov.co/handle/20.500.12134/5621http://hdl.handle.net/20.500.12134/5621
https://doi.org/10.32468/be.604
https://ideas.repec.org/p/bdr/borrec/604.html
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