Essays on forecasting and Bayesian model averaging

Essays on forecasting and Bayesian model averaging

This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model ave...

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Bibliographic Details
Main Author: Eklund, Jana
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Ekonomisk Statistik (ES) 2006
Subjects:
Bayesian model averaging
Forecast combination
GDP forecasts
Inflation forecasts
Markov chain Monte Carlo
Forecasting with a large number of predictors
Business and economics
Ekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-490
http://nbn-resolving.de/urn:isbn:91-7258-710-5

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-490
http://nbn-resolving.de/urn:isbn:91-7258-710-5

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