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A Bayesian VAR forecasting model for the Philadelphia Metropolitan Area

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Author Info
Theodore M. Crone
Michael P. McLaughlin
Abstract

Vector-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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Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 99-7.

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Date of creation: 1999
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Handle: RePEc:fip:fedpwp:99-7

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Keywords: Forecasting ; Philadelphia (Pa.);

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This paper has been announced in the following NEP Reports: References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Richard M. Todd, 1984. "Improving economic forecasting with Bayesian vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall. [Downloadable!]
  2. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  3. Theodore M. Crone, 1997. "Where have all the factory jobs gone - and why?," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-18. [Downloadable!]
  4. Ben Bernanke, 1990. "On the Predictive Power of Interest Rates and Interest Rate Spreads," NBER Working Papers 3486, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Robert P. Inman, 1992. "Can Philadelphia escape its fiscal crisis with another tax increase?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 5-20. [Downloadable!]
  6. Robert B. Litterman, 1984. "Above-average national growth in 1985 and 1986," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall. [Downloadable!]
  7. Theodore M. Crone & Sherry Delaney & Leonard O. Mills, 1992. "Vector-autoregression forecast models for the Third District states," Working Papers 92-19, Federal Reserve Bank of Philadelphia.
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