Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty

Garratt, Anthony, Koop, Gary, Mise, Emi, Vahey, Shaun P. . Journal of Business & Economic Statistics 2009. 27 (4) :480-491

Locate this article in:

Bibtex

@article{CIS-240507,
  Author = {Garratt, Anthony and Koop, Gary and Mise, Emi and Vahey, Shaun P.},
  Title = {Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {27},
  Number = {4},
  Year = {2009},
  Pages = {480--491},
  Keywords = {Model uncertainty, Bayesian model averaging, money, Real-time data, Vector error correction models}
}

Similar articles