Forecasting Inflation Using Dynamic Model Averaging
Work
Year: 2012
Type: article
Abstract: We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods not only allow for coefficients to change o... more
Source: International Economic Review
Authors Gary Koop, Dimitris Korobilis
Institutions UCLouvain, University of Strathclyde
Cites: 37
Cited by: 385
Related to: 10
FWCI: 37.69
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid
APC paid (est): $3,240