Articles with "forecasting economy" as a keyword



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Forecasting the UK economy with a medium-scale Bayesian VAR

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Published in 2019 at "International Journal of Forecasting"

DOI: 10.1016/j.ijforecast.2018.11.004

Abstract: Abstract We estimate a Bayesian VAR (BVAR) for the UK economy and assess its performance in forecasting GDP growth and CPI inflation in real time relative to forecasts from COMPASS, the Bank of England’s DSGE… read more here.

Keywords: forecasting economy; bayesian var; inflation; var ... See more keywords