Bayesian model averaging: an application to forecast inflation in Colombia

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dc.coverage.sucursalBogotáspa
dc.creatorGonzález-Molano, Eliana Rocío
dc.date.accessioned2010-05-18T08:30:10Zeng
dc.date.available2010-05-18T08:30:10Z
dc.date.created2010-05-18
dc.date.issued2010-05-18
dc.description.abstractAn 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 potencialeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5621spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5621
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.604spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 604
dc.relation.numberBorrador 604spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/604.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:604spa
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methodseng
dc.subject.jelspaC15 - Métodos de simulación estadística: generalidadesspa
dc.subject.keywordBayesian model averagingeng
dc.subject.keywordForecast combinationeng
dc.subject.keywordInflationeng
dc.subject.keywordInformation theoretical model averagingeng
dc.subject.lembInflación -- Pronósticos -- Colombiaspa
dc.subject.lembPronóstico de la economía -- Colombiaspa
dc.titleBayesian model averaging: an application to forecast inflation in Colombiaspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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