Bayesian Approach for Indonesia Inflation Forecasting

<p class="04-AbtractCxSpFirst">This paper presents a Bayesian approach to find the Bayesian model for the point forecast of ARMA model under normal-gamma prior assumption with quadratic loss function in the form of mathematical expression. The conditional posterior predictive density...

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Bibliographic Details
Main Author: Zul - Amry
Format: Article
Language:English
Published: EconJournals 2018-09-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/6870