Journal article

A new structural break model, with an application to Canadian inflation forecasting

John M Maheu, Yong Song

International Journal of Forecasting | ELSEVIER SCIENCE BV | Published : 2014

DOI: 10.1016/j.ijforecast.2013.06.004

University of Melbourne Researchers

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Keywords

Mcmc
Economics
Predictive Density
Regime Duration
Multiple Change-Points
Business & Economics
Social Sciences
Accuracy
Inflation Targeting
Management