State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
In: Essays in Honour of Fabio Canova
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DOI: 10.1108/S0731-90532022000044A003
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- Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
- Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
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More about this item
Keywords
Bayesian; states; correlation; forecasting; trend inflation; C11; C15; C51; C53;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
Statistics
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