Bayesian Model Averaging and Rate Forecasts

Bayesian Model Averaging and Rate Forecasts
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Release: 2003
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Bayesian Model Averaging and Rate Forecasts
Language: en
Pages:

Bayesian Model Averaging and Rate Forecasts

Authors:
Categories:
Type: BOOK - Published: 2003 - Publisher:

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Bayesian Model Averaging and Exchange Rate Forecasts
Language: en
Pages: 38

Bayesian Model Averaging and Exchange Rate Forecasts

Authors: Jonathan H. Wright
Categories: Foreign exchange
Type: BOOK - Published: 2003 - Publisher:

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Forecasting Financial Time Series Using Model Averaging
Language: en
Pages: 198

Forecasting Financial Time Series Using Model Averaging

Authors: Francesco Ravazzolo
Categories:
Type: BOOK - Published: 2007 - Publisher: Rozenberg Publishers

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Believing in a single model may be dangerous, and addressing model uncertainty by averaging different models in making forecasts may be very beneficial. In this
Predicting Short-term Interest Rates
Language: en
Pages: 38

Predicting Short-term Interest Rates

Authors: Chew Lian Chua
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2011 - Publisher:

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This paper examines the forecasting qualities of Bayesian Model Averaging (BMA) over a set of single factor models of short-term interest rates. Using weekly an
Forecasting Using a Large Number of Predictors
Language: en
Pages: 0

Forecasting Using a Large Number of Predictors

Authors: Rachida Ouysse
Categories:
Type: BOOK - Published: 2013 - Publisher:

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We study the performance of Bayesian model averaging as a forecasting method for a large panel of time series and compare its performance to principal component