La Trobe University / Social Research The University of Melbourne Victoria / Melbourne Institute of Applied Economic / The University of Melbourne / Institute Working Paper No. / /
University of Melbourne / University of Melbourne Victoria / School of Economics and Finance / Melbourne Institute of Applied Economic / Melbourne Institute of Applied Economic and Social Research / La Trobe University / US Federal Reserve / /
Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias