Forecasting inflation in Mongolia: a dynamic model averaging approach

DOI10.1515/JTSE-2020-0021OpenAlexW3081770835MaRDI QIDQ2693371

Davaajargal Luvsannyam, Gan-Ochir Doojav

Publication date: 20 March 2023

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2020-0021

zbMATH Keywords

inflationforecastingtime-varying parameterdynamic model averaging

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• eDMA

Cites Work

• Unnamed Item
• Forecasting in dynamic factor models using Bayesian model averaging
• FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*

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