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Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates 

Melo-Velandia, Luis Fernando; Loaiza, Rubén; Villamizar-Villegas, Mauricio  Documentos de Trabajo. 2014

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Journal Economic Literature (JEL)
C11 - Análisis bayesiano: generalidades (1)
C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión (1)C53 - Métodos de pronóstico y predicción; métodos de simulación (1)E31 - Nivel de precios; Inflación; Deflación (1)... View MoreAuthor
Banco de la República - Colombia (1)
Loaiza, Rubén (1)Melo-Velandia, Luis Fernando (1)Villamizar-Villegas, Mauricio (1)TemaBayesian shrinkage (1)Inflation forecast combination (1)Internal forecasts (1)Rolling window estimation (1)... View MoreDate created2014 (1)Document typeDocumentos de Trabajo (1)

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