A Bayesian VAR forecasting model for the Philadelphia Metropolitan Area
AbstractVector-autoregression (VAR) forecast models have been developed for many state economies, including the three states in the Third Federal Reserve District--Pennsylvania, New Jersey, and Delaware. This paper extends that work by developing a Bayesian VAR forecast model for the Philadelphia metropolitan area and the city of Philadelphia.
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Bibliographic InfoPaper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 99-7.
Date of creation: 1999
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-1999-10-20 (All new papers)
- NEP-ECM-1999-10-20 (Econometrics)
- NEP-ETS-1999-10-20 (Econometric Time Series)
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