BoE paper studies forecasting models

bank-of-england-seal

The Bank of England today (May 18) released a working paper that compares the performance of a wide variety of time-varying parameter models in forecasting output growth, inflation and the short-term interest rate.

The authors, Alina Barnett, Haroon Mumtaz and Konstantinos Theodoridis, find that allowing for time-varying parameters can lead to large and statistically significant gains in forecast accuracy.

Click here to read the paper.

 

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.