Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
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Publication:956477
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Cites work
- scientific article; zbMATH DE number 992993 (Why is no real title available?)
- scientific article; zbMATH DE number 1522717 (Why is no real title available?)
- scientific article; zbMATH DE number 3241743 (Why is no real title available?)
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Error Bands for Impulse Responses
- Monte Carlo methods in Bayesian computation
- Term structure views of monetary policy under alternative models of agent expectations
- Time Varying Structural Vector Autoregressions and Monetary Policy
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- Interval forecasts and parameter uncertainty
- On the evolution of the monetary policy transmission mechanism
- Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
- Price-level uncertainty and instability in the United Kingdom
- Investigating time-variation in the marginal predictive power of the yield spread
- Forecasting inflation using dynamic model averaging
- Extracting information shocks from the Bank of England inflation density forecasts
- A MIDAS approach to modeling first and second moment dynamics
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
- Large time-varying parameter VARs
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
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