Browsing Handelshøyskolen BI by Subject "Bayesian analysis"
Now showing items 1-2 of 2
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Time-Varying Trend Models for Forecasting Inflation in Australia
(CAMP Working Paper Series;09/2020, Working paper, 2020-11-18)We investigate whether a class of trend models with various error term structures can improve upon the forecast performance of commonly used time series models when forecasting CPI inflation in Australia. The main result ... -
Time-varying trend models for forecasting inflation in Australia
(Peer reviewed; Journal article, 2021)We investigate whether a class of trend models, which decompose a time series into an underlying trend and transitory component, with various error term structures can improve upon the forecast performance of commonly used ...