Bayesian forecast combination for inflation using rolling windows : an emerging country case
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Borradores de Economía; No. 705
Date published
2012-04-20
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2012-04-20
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
Abstract
Typically, when forecasting inflation rates, there are a variety of individual models and a combination of several of these models. We implement a Bayesian shrinkage combination methodology to include information that is not captured by the individual mod
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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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