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.

United Kingdom, Economic aspects, Bayesian statistical decision theory, Bayesian analysis, Forecasting

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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.

United States, Science & research, Research, Usage, Geometry, Rational expectations (Economics)

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