Bayesian prediction with cointegrated vector autoregressions

Article Abstract:

The author uses several models along with vector analysis to forecast inflation in Sweden. The resulting predictive distribution offers improvement over other forecasting methods.

Sweden, Forecasting, Statistical Data Included, Models, Economic aspects, Forecasts and trends, Bayesian statistical decision theory, Bayesian analysis, Inflation (Finance), Economic forecasting, Business forecasting, Autoregression (Statistics), Inflation (Economics)

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A direct test of the information content of the OECD growth forecasts

Article Abstract:

A new regression methodology is proposed to evaluate the annual real growth forecasts produced by Organisation for Economic Co-operation and Development.

Belgium, Analysis, Reports, Organization for Economic Cooperation and Development, Forecasting, Regression analysis

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