Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation

George Kapetanios, Vincent Labhard () and Simon Price

Journal of Business & Economic Statistics, 2008, vol. 26, 33-41

Date: 2008
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Related works:
Working Paper: Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation (2007)
Working Paper: Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation (2006)
Working Paper: Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation (2005)
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