Bayesian model averaging: an application to forecast inflation in Colombia
An application of Bayesian Model Averaging, BMA, is implemented to construct combined forecasts for the colombian inflation for the short and medium run. A model selection algorithm is applied over a set of linear models with a large dataset of potencial
Autor Principal: | |
---|---|
Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Banco de la República
2010
|
Materias: | |
Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/5621 |