Forecasting using predictive likelihood model averaging

DOI10.1016/j.econlet.2005.12.017zbMath1254.91668MaRDI QIDQ1929119

George Kapetanios, Vincent Labhard, Simon Price

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/62824

zbMATH Keywords

inflation; forecasting; Bayesian model averaging; Akaike criterion; forecast combining

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

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