Forecasting Inflation Using Dynamic Model Averaging
We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods which incorporate dynamic model averaging. These methods not only allow for coeÂ¢ cients to change over time, but also allow for the entire forecasting model to change over time. We nd that dynamic m...
|Place of publication:||
Scottish Institute for Research in Economics (SIRE)
|Data of publication:||2010|
SIRE Discussion Papers
|Online Access:||available in Bonn?|
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