Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
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More about this item
Keywords
Growth; Time varying parameters; Expectations data;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-04-25 (Econometrics)
- NEP-ETS-2015-04-25 (Econometric Time Series)
- NEP-MAC-2014-11-17 (Macroeconomics)
- NEP-MAC-2015-04-25 (Macroeconomics)
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