Bayesian combination for inflation forecasts : the effects of a prior based on central banks' estimates
Borradores de Economía; No. 853
Date published
2014-11-20Date of last update
2014-11-20Document language
engMetadata
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Abstract
Typically, central banks use a variety of individual models (or a combination of models) when forecasting inflation rates. Most of these require excessive amounts of data, time, and computational power; all of which are scarce when monetary authorities me
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https://repositorio.banrep.gov.co/handle/20.500.12134/6141https://hdl.handle.net/20.500.12134/6141
https://doi.org/10.32468/be.853
https://ideas.repec.org/p/bdr/borrec/853.html
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