Bayesian prediction with cointegrated vector autoregressions
Article Abstract:
The author uses several models along with vector analysis to forecast inflation in Sweden. The resulting predictive distribution offers improvement over other forecasting methods.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
Sweden, Forecasting, Statistical Data Included, Models, Economic aspects, Forecasts and trends, Bayesian statistical decision theory, Bayesian analysis, Inflation (Finance), Economic forecasting, Business forecasting, Autoregression (Statistics), Inflation (Economics)
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
A direct test of the information content of the OECD growth forecasts
Article Abstract:
A new regression methodology is proposed to evaluate the annual real growth forecasts produced by Organisation for Economic Co-operation and Development.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
Belgium, Analysis, Reports, Organization for Economic Cooperation and Development, Forecasting, Regression analysis
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Usage
Similar abstracts:
- Abstracts: Bayesian model selection and prediction with empirical applications: comments. Trending time series and macroeconomic activity: Some present and future challenges
- Abstracts: Mutually related firms and the rationality of producing nothing. Do firm and state antitakeover provisions affect how well CEOs earn their pay?
- Abstracts: Risky production with ex-ante prices under monopoly: analytical and simulation results. The effect of business risk on manufacturing investment Sectoral survey evidence from Ireland
- Abstracts: Trade-environment linkages in the resolution of transboundary externalities. International organisations in a world of regional trade agreements: lessons from club theory
- Abstracts: Persistence of nominal and real variables under fixed and floating exchange rates: evidence from Greece, 1954-1992
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.