Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
Article Abstract:
A Bayesian vector autoregression model for the U nited Kingdom with drifting coefficients and stochastic volatilities is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2005
United Kingdom, Economic aspects, Bayesian statistical decision theory, Bayesian analysis, Forecasting
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2005
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Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
Article Abstract:
The unique property of equilibrium in linear rational expectations models is established using a geometric criterion.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
United States, Science & research, Research, Usage, Geometry, Rational expectations (Economics)
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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Comment about this article or add new information about this topic:
Subjects list: Models
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