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Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging · Study

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PreprintForecasting in Large Macroeconomic Panels Using Bayesian Model Averaging

Gary M. Koop2006

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Preprintgreen2006

Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging

Gary M. Koop · Simon Potter

70 citations·0/0 files stored·SSRN Electronic Journal

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Spatial and Panel Data Analysis

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References

2002Determining the Number of Factors in Approximate Factor Models 2002Macroeconomic Forecasting Using Diffusion Indexes 2000The Generalized Dynamic-Factor Model: Identification and Estimation 2006Tests of Conditional Predictive Ability 2001Model uncertainty in cross‐country growth regressions 2002Has the Business Cycle Changed and Why?1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates 2003Are More Data Always Better for Factor Analysis?

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2006Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?2009Are More Data Always Better for Factor Analysis' Results for the Euro Area, the Six Largest Euro Area Countries and the UK 2007Forecasting Using Bayesian and Information-Theoretic Model Averaging 2006Forecasting with Small Macroeconomic VARs in the Presence of Instabilities 2003Forecasting U.S. Inflation by Bayesian Model Averaging

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Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations70

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2139/ssrn.892860

openalex_workW1586773673

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2013

Panel Data Forecasting

2006Forecasting using predictive likelihood model averaging

2005Forecasting Using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation